-11.2%
SHOP vs KMI
+148.3%
-159.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | -1.2% | +6.5% | -7.8% | -3.7% |
| 30D | -14.7% | -3.4% | -11.3% | -13.9% |
| 3M | -7.2% | +0.4% | -7.6% | -8.1% |
| 6M | +54.2% | -0.9% | +55.1% | +52.5% |
| YTD | -8.6% | +20.5% | -29.1% | -19.7% |
| 1Y | +0.5% | +23.2% | -22.7% | -13.1% |
| 3Y | +135.9% | +121.6% | +14.3% | +32.1% |
| All | -11.2% | +148.3% | -159.5% | -51.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling