+8,434.7%
SHOP vs KRE
+130.9%
+8,303.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.1% | -0.8% |
| 7D | -5.1% | +1.3% | -6.4% | -5.6% |
| 30D | +0.6% | -2.7% | +3.3% | +1.8% |
| 3M | +25.0% | +8.2% | +16.8% | +20.6% |
| 6M | +11.9% | +12.8% | -0.9% | +5.7% |
| YTD | -9.9% | +17.5% | -27.4% | -16.5% |
| 1Y | 0.0% | +16.6% | -16.6% | -7.2% |
| 3Y | +117.5% | +79.5% | +38.0% | +71.3% |
| 5Y | -6.6% | +32.4% | -39.1% | -16.3% |
| 10Y | +3,320.3% | +124.1% | +3,196.2% | +2,295.8% |
| All | +8,434.7% | +130.9% | +8,303.8% | +6,127.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling