-14.7%
SHOP vs KR
+41.9%
-56.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.1% | -0.1% |
| 7D | -13.2% | -2.7% | -10.6% | -13.4% |
| 30D | -17.0% | +1.9% | -19.0% | -16.9% |
| 3M | +17.0% | -11.0% | +28.0% | +15.8% |
| 6M | -2.1% | -20.2% | +18.1% | -3.9% |
| YTD | -21.4% | -7.3% | -14.1% | -22.0% |
| 1Y | -11.0% | -13.1% | +2.1% | -11.8% |
| 3Y | +100.9% | +29.7% | +71.2% | +90.8% |
| 5Y | -14.7% | +48.8% | -63.5% | -17.1% |
| All | -14.7% | +41.9% | -56.6% | -17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR 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 KR 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