+43.2%
KO vs SHEL
+43.6%
-0.4%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +1.2% |
| 7D | +4.4% | -3.2% | +7.6% | +4.5% |
| 30D | +10.7% | +5.5% | +5.2% | +10.4% |
| 3M | +11.3% | +14.4% | -3.0% | +10.9% |
| 6M | +24.0% | +16.2% | +7.9% | +23.2% |
| YTD | +39.7% | +42.4% | -2.7% | +36.2% |
| 1Y | +43.2% | +43.3% | 0.0% | +39.6% |
| All | +43.2% | +43.6% | -0.4% | +39.6% |
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