+89.3%
KLAC vs SHEL
+39.6%
+49.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.1% | +2.0% |
| 7D | -2.7% | +4.1% | -6.8% | -2.5% |
| 30D | -13.2% | +8.4% | -21.5% | -12.8% |
| 3M | -25.0% | +13.7% | -38.7% | -23.8% |
| 6M | +23.6% | +12.7% | +10.9% | +24.1% |
| YTD | +49.2% | +35.3% | +13.9% | +38.6% |
| 1Y | +89.3% | +39.4% | +50.0% | +75.3% |
| All | +89.3% | +39.6% | +49.7% | +75.3% |
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