+66.9%
SHEL vs KEY
+106.2%
-39.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -1.0% |
| 7D | -8.8% | -1.3% | -7.6% | -8.7% |
| 30D | +2.3% | +5.1% | -2.8% | +1.5% |
| 3M | +11.6% | -7.1% | +18.7% | +12.6% |
| 6M | +15.7% | -4.4% | +20.0% | +16.1% |
| YTD | +38.6% | +4.0% | +34.5% | +36.8% |
| 1Y | +38.5% | +23.4% | +15.1% | +32.3% |
| 3Y | +66.9% | +113.9% | -47.0% | +48.6% |
| All | +66.9% | +106.2% | -39.4% | +48.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling