+2,896.3%
KLAC vs SHEL
+214.0%
+2,682.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.1% | +1.6% |
| 7D | -2.7% | +4.1% | -6.8% | -4.3% |
| 30D | -13.2% | +8.4% | -21.5% | -16.0% |
| 3M | -25.0% | +13.7% | -38.7% | -29.3% |
| 6M | +23.6% | +12.7% | +10.9% | +16.3% |
| YTD | +49.2% | +35.3% | +13.9% | +29.4% |
| 1Y | +89.3% | +39.4% | +50.0% | +61.9% |
| 3Y | +274.4% | +71.5% | +202.9% | +191.4% |
| 5Y | +440.9% | +195.0% | +245.9% | +225.2% |
| All | +2,896.3% | +214.0% | +2,682.3% | +1,797.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling