+120.5%
SHOP vs KEY
+122.6%
-2.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.7% |
| 7D | -5.1% | +2.2% | -7.3% | -6.4% |
| 30D | +0.6% | -3.0% | +3.6% | +2.6% |
| 3M | +25.0% | +3.3% | +21.7% | +21.9% |
| 6M | +11.9% | +9.2% | +2.7% | +4.3% |
| YTD | -9.9% | +10.6% | -20.5% | -16.8% |
| 1Y | 0.0% | +20.4% | -20.4% | -13.2% |
| All | +120.5% | +122.6% | -2.1% | +16.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling