+188.8%
SHEL vs KEEL
-34.6%
+223.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.8% | -2.9% | +0.7% |
| 7D | +4.1% | +2.9% | +1.2% | +4.0% |
| 30D | +8.4% | +0.8% | +7.5% | +8.2% |
| 3M | +13.7% | -35.3% | +49.0% | +14.8% |
| 6M | +12.7% | +59.4% | -46.7% | +9.2% |
| YTD | +35.3% | +51.9% | -16.6% | +30.9% |
| 1Y | +39.4% | +75.0% | -35.6% | +32.5% |
| 3Y | +71.5% | +224.5% | -153.1% | +50.8% |
| All | +188.8% | -34.6% | +223.4% | +165.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling