+7,358.2%
SHOP vs KNX
+150.6%
+7,207.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.8% | -2.6% | -4.2% |
| 7D | -10.6% | +2.3% | -13.0% | -11.5% |
| 30D | -18.3% | +0.5% | -18.8% | -18.5% |
| 3M | +14.8% | -14.1% | +29.0% | +22.1% |
| 6M | -5.0% | +19.8% | -24.8% | -13.5% |
| YTD | -21.2% | +32.7% | -54.0% | -31.9% |
| 1Y | -11.6% | +62.3% | -73.9% | -30.9% |
| 3Y | +101.2% | +36.8% | +64.4% | +66.8% |
| 5Y | -15.7% | +41.8% | -57.5% | -30.3% |
| 10Y | +2,989.4% | +169.7% | +2,819.8% | +1,827.3% |
| All | +7,358.2% | +150.6% | +7,207.6% | +4,460.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX 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 KNX 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