-5.6%
SHOP vs KMB
-8.4%
+2.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.4% |
| 7D | -5.1% | -3.0% | -2.1% | -4.8% |
| 30D | +0.6% | -5.5% | +6.1% | +1.2% |
| 3M | +25.0% | +14.0% | +11.1% | +24.4% |
| 6M | +11.9% | +4.1% | +7.8% | +12.0% |
| YTD | -9.9% | +8.0% | -17.9% | -10.1% |
| 1Y | 0.0% | -13.7% | +13.7% | +2.3% |
| 3Y | +117.5% | -5.9% | +123.4% | +113.7% |
| All | -5.6% | -8.4% | +2.8% | -16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KMB.
Daily Out/Under-Performance
Portfolio return minus KMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMB 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 KMB 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