+135.9%
SHOP vs KRE
+91.7%
+44.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | 0.0% |
| 7D | -1.2% | +0.7% | -2.0% | -1.8% |
| 30D | -14.7% | +6.1% | -20.9% | -18.4% |
| 3M | -7.2% | -5.9% | -1.3% | -2.7% |
| 6M | +54.2% | +9.6% | +44.6% | +43.3% |
| YTD | -8.6% | +14.2% | -22.8% | -18.6% |
| 1Y | +0.5% | +22.5% | -22.0% | -15.5% |
| 3Y | +135.9% | +90.4% | +45.6% | +59.5% |
| All | +135.9% | +91.7% | +44.2% | +59.5% |
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