+211.4%
SHEL vs KDP
+1,356.4%
-1,145.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.1% | 0.0% |
| 7D | -3.9% | +4.0% | -7.9% | -5.2% |
| 30D | -3.7% | +16.8% | -20.5% | -8.7% |
| 3M | +9.1% | +32.0% | -23.0% | -1.0% |
| 6M | +16.7% | +35.2% | -18.5% | +4.5% |
| YTD | +36.8% | +40.9% | -4.1% | +20.2% |
| 1Y | +31.8% | +47.7% | -15.9% | +13.9% |
| 3Y | +67.9% | +34.8% | +33.1% | +46.1% |
| 5Y | +163.3% | +22.6% | +140.7% | +134.0% |
| 10Y | +210.7% | +266.4% | -55.7% | +72.2% |
| All | +211.4% | +1,356.4% | -1,145.1% | -15.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling