+130.0%
SHEL vs KEEL
+294.5%
-164.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.8% | -2.9% | +0.8% |
| 7D | +4.1% | +2.9% | +1.2% | +4.1% |
| 30D | +8.4% | +0.8% | +7.5% | +8.3% |
| 3M | +13.7% | -35.3% | +49.0% | +14.2% |
| 6M | +12.7% | +59.4% | -46.7% | +11.1% |
| YTD | +35.3% | +51.9% | -16.6% | +33.3% |
| 1Y | +39.4% | +75.0% | -35.6% | +36.3% |
| 3Y | +71.5% | +224.5% | -153.1% | +63.3% |
| 5Y | +195.0% | -35.9% | +230.9% | +180.3% |
| All | +130.0% | +294.5% | -164.4% | +126.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 10y: compounded portfolio wealth divided by compounded KEEL 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…
10y analysis · Full analysis span regression · 6 months rolling