+81.6%
KO vs SHEL
+188.7%
-107.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.3% |
| 7D | -1.1% | +3.9% | -5.0% | -1.5% |
| 30D | +1.6% | +7.0% | -5.4% | +0.9% |
| 3M | +5.8% | +12.5% | -6.7% | +4.5% |
| 6M | +14.3% | +14.8% | -0.5% | +12.5% |
| YTD | +27.3% | +34.2% | -6.9% | +23.2% |
| 1Y | +33.2% | +37.0% | -3.8% | +28.5% |
| 3Y | +64.5% | +70.9% | -6.4% | +53.6% |
| All | +81.6% | +188.7% | -107.1% | +57.7% |
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