-12.1%
SHOP vs KEY
+12.7%
-24.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.1% | -1.4% |
| 7D | +2.1% | +1.8% | +0.3% | +1.1% |
| 30D | -16.8% | +7.1% | -24.0% | -19.8% |
| 3M | -2.4% | -5.9% | +3.5% | +0.9% |
| 6M | +47.0% | +2.2% | +44.8% | +44.7% |
| YTD | -8.8% | +6.4% | -15.2% | -12.5% |
| 1Y | -6.3% | +24.8% | -31.0% | -17.7% |
| 3Y | +139.3% | +125.2% | +14.1% | +53.9% |
| 5Y | -12.1% | +13.0% | -25.0% | -10.7% |
| All | -12.1% | +12.7% | -24.8% | -10.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling