+96.4%
SHOP vs KRE
+83.2%
+13.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.2% | -4.3% | -4.5% |
| 7D | -10.6% | -1.1% | -9.6% | -9.7% |
| 30D | -18.3% | -3.4% | -14.9% | -15.9% |
| 3M | +14.8% | +3.7% | +11.1% | +11.4% |
| 6M | -5.0% | +14.8% | -19.8% | -15.8% |
| YTD | -21.2% | +14.7% | -35.9% | -30.6% |
| 1Y | -11.6% | +16.0% | -27.6% | -23.2% |
| All | +96.4% | +83.2% | +13.2% | +8.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling