+3,608.8%
SHOP vs KEY
+120.9%
+3,487.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.5% | +4.1% | +3.8% |
| 7D | -5.4% | -1.3% | -4.2% | -5.0% |
| 30D | -10.3% | +5.1% | -15.5% | -11.7% |
| 3M | +1.0% | -7.1% | +8.1% | +3.5% |
| 6M | +41.2% | -4.4% | +45.6% | +43.1% |
| YTD | -7.5% | +4.0% | -11.5% | -8.9% |
| 1Y | -4.6% | +23.4% | -28.0% | -11.2% |
| 3Y | +146.4% | +113.9% | +32.5% | +96.2% |
| 5Y | -2.5% | +12.3% | -14.9% | -10.7% |
| All | +3,608.8% | +120.9% | +3,487.9% | +3,336.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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