+16.7%
SHEL vs KDP
+34.6%
-17.9%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.1% | +0.7% |
| 7D | -3.9% | +4.0% | -7.9% | -3.7% |
| 30D | -3.7% | +16.8% | -20.5% | -3.1% |
| 3M | +9.1% | +32.0% | -23.0% | +10.6% |
| 6M | +16.7% | +35.2% | -18.5% | +17.2% |
| All | +16.7% | +34.6% | -17.9% | +17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KDP.
Daily Out/Under-Performance
Portfolio return minus KDP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KDP 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 6mo: compounded portfolio wealth divided by compounded KDP 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…
6mo analysis · Full analysis span regression · 6 months rolling