+26.2%
KLAC vs SHEL
+43.6%
-17.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.2% | -1.9% | -4.5% |
| 7D | -5.7% | -3.2% | -2.5% | -6.1% |
| 30D | -27.6% | +5.5% | -33.1% | -26.9% |
| 3M | -23.3% | +14.4% | -37.6% | -21.7% |
| 6M | -12.4% | +16.2% | -28.5% | -8.9% |
| YTD | +23.7% | +42.4% | -18.7% | +18.1% |
| 1Y | +26.2% | +43.3% | -17.1% | +21.4% |
| All | +26.2% | +43.6% | -17.4% | +21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SHEL.
Daily Out/Under-Performance
Portfolio return minus SHEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHEL 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 1y: compounded portfolio wealth divided by compounded SHEL 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…
1y analysis · Full analysis span regression · 6 months rolling