+3,569.5%
SHOP vs KDP
+232.9%
+3,336.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.7% | +4.3% | +3.8% |
| 7D | -5.4% | +2.2% | -7.7% | -5.9% |
| 30D | -10.3% | +19.9% | -30.3% | -14.8% |
| 3M | +1.0% | +21.5% | -20.5% | -4.5% |
| 6M | +41.2% | +30.1% | +11.1% | +30.7% |
| YTD | -7.5% | +34.9% | -42.4% | -16.1% |
| 1Y | -4.6% | +43.4% | -48.0% | -15.3% |
| 3Y | +146.4% | +29.1% | +117.3% | +120.3% |
| 5Y | -2.5% | +15.0% | -17.5% | -9.0% |
| All | +3,569.5% | +232.9% | +3,336.7% | +2,898.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KDP.
Daily Out/Under-Performance
Portfolio return minus KDP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KDP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded KDP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling