+7,358.2%
SHOP vs KEYS
+901.8%
+6,456.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.7% | -4.7% | -5.0% |
| 7D | -10.6% | +2.9% | -13.6% | -12.4% |
| 30D | -18.3% | -1.3% | -17.0% | -18.2% |
| 3M | +14.8% | -0.1% | +15.0% | +10.5% |
| 6M | -5.0% | +17.4% | -22.4% | -20.8% |
| YTD | -21.2% | +62.9% | -84.1% | -50.8% |
| 1Y | -11.6% | +95.7% | -107.4% | -52.4% |
| 3Y | +101.2% | +150.2% | -49.0% | -11.0% |
| 5Y | -15.7% | +83.1% | -98.8% | -51.7% |
| 10Y | +2,989.4% | +1,020.9% | +1,968.5% | +431.9% |
| All | +7,358.2% | +901.8% | +6,456.4% | +1,631.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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