-11.0%
SHOP vs KMI
+20.9%
-31.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.3% | -0.9% |
| 7D | -13.2% | -2.1% | -11.2% | -14.1% |
| 30D | -17.0% | -1.7% | -15.4% | -17.5% |
| 3M | +17.0% | -1.9% | +18.9% | +16.5% |
| 6M | -2.1% | -4.3% | +2.2% | -2.9% |
| YTD | -21.4% | +15.8% | -37.2% | -17.0% |
| 1Y | -11.0% | +17.6% | -28.6% | -4.0% |
| All | -11.0% | +20.9% | -31.9% | -4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KMI.
Daily Out/Under-Performance
Portfolio return minus KMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMI 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 1y: compounded portfolio wealth divided by compounded KMI 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…
1y analysis · Full analysis span regression · 6 months rolling