+128.1%
SHEL vs KEEL
+280.1%
-152.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -7.3% | +7.7% | +0.5% |
| 7D | +3.9% | +2.7% | +1.2% | +3.9% |
| 30D | +7.0% | +4.6% | +2.4% | +6.8% |
| 3M | +12.5% | -34.5% | +47.0% | +13.0% |
| 6M | +14.8% | +59.3% | -44.5% | +13.1% |
| YTD | +34.2% | +46.4% | -12.2% | +32.2% |
| 1Y | +37.0% | +96.6% | -59.6% | +33.7% |
| 3Y | +70.9% | +182.0% | -111.1% | +63.1% |
| 5Y | +192.5% | -38.2% | +230.8% | +178.2% |
| All | +128.1% | +280.1% | -152.0% | +124.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling