+2,993.7%
SHOP vs KRE
+124.8%
+2,868.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | -11.2% | -1.8% | -9.4% | -10.4% |
| 30D | -14.4% | -4.5% | -9.9% | -12.5% |
| 3M | +16.6% | +2.7% | +13.8% | +15.3% |
| 6M | -0.6% | +16.9% | -17.4% | -7.4% |
| YTD | -20.0% | +15.4% | -35.3% | -25.2% |
| 1Y | -11.2% | +16.1% | -27.3% | -17.2% |
| 3Y | +99.5% | +85.7% | +13.8% | +56.6% |
| 5Y | -13.2% | +33.3% | -46.5% | -21.8% |
| All | +2,993.7% | +124.8% | +2,868.9% | +2,447.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling