-0.8%
SHOP vs KRMN
+14.6%
-15.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.2% | +0.5% |
| 7D | -13.2% | -15.1% | +1.9% | -9.2% |
| 30D | -17.0% | -44.5% | +27.4% | -2.7% |
| 3M | +17.0% | -25.0% | +42.0% | +24.4% |
| 6M | -2.1% | -66.5% | +64.4% | +31.9% |
| YTD | -21.4% | -53.0% | +31.6% | -9.4% |
| 1Y | -11.0% | -44.7% | +33.8% | -4.7% |
| All | -0.8% | +14.6% | -15.5% | -27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KRMN.
Daily Out/Under-Performance
Portfolio return minus KRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRMN 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 5y: compounded portfolio wealth divided by compounded KRMN 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…
5y analysis · Full analysis span regression · 6 months rolling