+253.4%
SHOP vs KEEL
+309.9%
-56.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.5% | -4.9% | -5.4% |
| 7D | -10.6% | +19.3% | -29.9% | -12.9% |
| 30D | -18.3% | +9.1% | -27.4% | -19.8% |
| 3M | +14.8% | -31.5% | +46.4% | +17.6% |
| 6M | -5.0% | +75.8% | -80.9% | -16.8% |
| YTD | -21.2% | +57.9% | -79.1% | -30.6% |
| 1Y | -11.6% | +133.3% | -144.9% | -28.9% |
| 3Y | +101.2% | +204.1% | -102.9% | +42.3% |
| 5Y | -15.7% | -37.5% | +21.8% | -35.4% |
| All | +253.4% | +309.9% | -56.5% | +143.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling