+207.3%
SHEL vs KEY
+167.1%
+40.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +3.0% | -0.3% | +3.3% | +3.1% |
| 30D | +7.2% | -3.3% | +10.5% | +8.4% |
| 3M | +12.9% | -0.7% | +13.6% | +12.8% |
| 6M | +13.7% | +12.5% | +1.2% | +8.1% |
| YTD | +33.7% | +8.4% | +25.3% | +28.3% |
| 1Y | +37.9% | +18.4% | +19.4% | +27.5% |
| 3Y | +70.2% | +123.3% | -53.1% | +16.6% |
| 5Y | +192.3% | +38.8% | +153.5% | +126.9% |
| 10Y | +207.3% | +169.3% | +38.0% | +67.4% |
| All | +207.3% | +167.1% | +40.2% | +67.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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