-4.6%
SHOP vs KEY
+24.1%
-28.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.5% | +4.1% | +3.9% |
| 7D | -5.4% | -1.3% | -4.2% | -4.6% |
| 30D | -10.3% | +5.1% | -15.5% | -12.1% |
| 3M | +1.0% | -7.1% | +8.1% | +5.2% |
| 6M | +41.2% | -4.4% | +45.6% | +44.3% |
| YTD | -7.5% | +4.0% | -11.5% | -11.5% |
| 1Y | -4.6% | +23.4% | -28.0% | -17.4% |
| All | -4.6% | +24.1% | -28.7% | -17.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling