-15.7%
SHOP vs KMI
+157.3%
-173.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.8% | -3.7% | -4.7% |
| 7D | -10.6% | -1.8% | -8.9% | -10.0% |
| 30D | -18.3% | +0.1% | -18.4% | -18.5% |
| 3M | +14.8% | +1.2% | +13.7% | +13.2% |
| 6M | -5.0% | -3.9% | -1.1% | -4.5% |
| YTD | -21.2% | +17.5% | -38.8% | -29.3% |
| 1Y | -11.6% | +22.6% | -34.3% | -23.1% |
| 3Y | +101.2% | +116.3% | -15.1% | +18.9% |
| 5Y | -15.7% | +157.6% | -173.3% | -54.3% |
| All | -15.7% | +157.3% | -173.0% | -54.3% |
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