+160,143.0%
KLAC vs SHEL
+2,525.5%
+157,617.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.5% | -0.7% | +1.0% |
| 7D | +10.6% | +1.9% | +8.7% | +9.9% |
| 30D | -4.5% | +8.7% | -13.2% | -7.0% |
| 3M | -10.3% | +11.0% | -21.2% | -13.5% |
| 6M | +40.9% | +14.6% | +26.3% | +33.9% |
| YTD | +56.1% | +33.3% | +22.8% | +41.3% |
| 1Y | +109.0% | +37.9% | +71.2% | +87.1% |
| 3Y | +288.8% | +69.7% | +219.1% | +225.3% |
| 5Y | +489.1% | +190.2% | +299.0% | +311.8% |
| 10Y | +3,041.8% | +197.0% | +2,844.8% | +1,996.1% |
| All | +160,143.0% | +2,525.5% | +157,617.4% | +74,266.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling