+8,434.7%
SHOP vs KDP
+240.9%
+8,193.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.3% | -0.3% |
| 7D | -5.1% | +1.3% | -6.4% | -5.4% |
| 30D | +0.6% | +6.0% | -5.4% | -1.1% |
| 3M | +25.0% | +9.2% | +15.8% | +21.7% |
| 6M | +11.9% | +14.7% | -2.8% | +7.0% |
| YTD | -9.9% | +19.2% | -29.1% | -15.4% |
| 1Y | 0.0% | +15.2% | -15.2% | -5.6% |
| 3Y | +117.5% | +6.0% | +111.5% | +107.2% |
| 5Y | -6.6% | +5.4% | -12.1% | -10.9% |
| 10Y | +3,320.3% | +171.9% | +3,148.4% | +2,574.2% |
| All | +8,434.7% | +240.9% | +8,193.8% | +6,241.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling