+430.6%
KLAC vs SHEL
+190.7%
+239.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.4% | -3.5% | -3.3% |
| 7D | +2.5% | +3.9% | -1.5% | +1.1% |
| 30D | -11.5% | +7.0% | -18.5% | -13.6% |
| 3M | -16.9% | +12.5% | -29.4% | -20.6% |
| 6M | +22.2% | +14.8% | +7.5% | +15.2% |
| YTD | +46.4% | +34.2% | +12.2% | +29.0% |
| 1Y | +91.0% | +37.0% | +54.0% | +66.6% |
| 3Y | +264.6% | +70.9% | +193.7% | +190.8% |
| 5Y | +430.6% | +192.5% | +238.0% | +250.4% |
| All | +430.6% | +190.7% | +239.9% | +250.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling