+3,781.0%
SHOP vs KRE
+86.5%
+3,694.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | -1.2% | +0.7% | -2.0% | -1.5% |
| 30D | -14.7% | +6.1% | -20.9% | -16.9% |
| 3M | -7.2% | -5.9% | -1.3% | -4.5% |
| 6M | +54.2% | +9.6% | +44.6% | +47.9% |
| YTD | -8.6% | +14.2% | -22.8% | -14.3% |
| 1Y | +0.5% | +22.5% | -22.0% | -8.6% |
| 3Y | +135.9% | +90.4% | +45.6% | +82.3% |
| 5Y | -11.9% | +11.9% | -23.8% | -18.1% |
| All | +3,781.0% | +86.5% | +3,694.5% | +3,032.6% |
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