-4.9%
SHOP vs KRE
+27.2%
-32.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.7% | +5.6% | +6.4% |
| 7D | -9.0% | +2.8% | -11.8% | -10.2% |
| 30D | -4.4% | +5.3% | -9.7% | -6.9% |
| 3M | +24.1% | -4.2% | +28.3% | +27.2% |
| 6M | +20.0% | +8.7% | +11.3% | +14.5% |
| YTD | -4.9% | +16.4% | -21.3% | -15.0% |
| 1Y | -4.9% | +26.9% | -31.8% | -21.2% |
| All | -4.9% | +27.2% | -32.1% | -21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KRE.
Daily Out/Under-Performance
Portfolio return minus KRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRE 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 KRE 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