+135.5%
SHOP vs KDP
+24.9%
+110.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -7.4% | +5.7% | -1.4% |
| 7D | +2.1% | -4.0% | +6.1% | +2.3% |
| 30D | -16.8% | +8.5% | -25.3% | -16.6% |
| 3M | -2.4% | +20.7% | -23.1% | -1.8% |
| 6M | +47.0% | +23.2% | +23.8% | +48.6% |
| YTD | -8.8% | +30.5% | -39.3% | -7.2% |
| 1Y | -6.3% | +35.9% | -42.1% | -4.8% |
| All | +135.5% | +24.9% | +110.6% | +136.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling