+8,434.7%
SHOP vs KEY
+131.9%
+8,302.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | -5.1% | +2.2% | -7.3% | -5.8% |
| 30D | +0.6% | -3.0% | +3.6% | +1.6% |
| 3M | +25.0% | +3.3% | +21.7% | +23.5% |
| 6M | +11.9% | +9.2% | +2.7% | +8.2% |
| YTD | -9.9% | +10.6% | -20.5% | -13.2% |
| 1Y | 0.0% | +20.4% | -20.4% | -6.5% |
| 3Y | +117.5% | +121.8% | -4.4% | +69.3% |
| 5Y | -6.6% | +41.1% | -47.8% | -18.8% |
| 10Y | +3,320.3% | +168.5% | +3,151.8% | +2,099.0% |
| All | +8,434.7% | +131.9% | +8,302.8% | +5,530.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling