-12.8%
SHOP vs KEEL
-34.6%
+21.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.8% | -2.0% | +0.9% |
| 7D | -11.2% | +2.9% | -14.1% | -12.1% |
| 30D | -14.4% | +0.8% | -15.2% | -15.6% |
| 3M | +16.6% | -35.3% | +51.9% | +22.6% |
| 6M | -0.6% | +59.4% | -59.9% | -19.9% |
| YTD | -20.0% | +51.9% | -71.9% | -36.1% |
| 1Y | -11.2% | +75.0% | -86.2% | -36.5% |
| 3Y | +99.5% | +224.5% | -125.1% | -9.2% |
| All | -12.8% | -34.6% | +21.8% | -39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 5y: compounded portfolio wealth divided by compounded KEEL 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…
5y analysis · Full analysis span regression · 6 months rolling