+190.1%
SHEL vs KEY
+39.4%
+150.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.8% | +4.3% | +2.9% |
| 7D | +1.9% | +2.7% | -0.8% | +1.4% |
| 30D | +8.7% | -3.2% | +11.9% | +9.3% |
| 3M | +11.0% | +1.0% | +10.0% | +10.5% |
| 6M | +14.6% | +11.9% | +2.7% | +11.5% |
| YTD | +33.3% | +8.7% | +24.6% | +30.2% |
| 1Y | +37.9% | +18.5% | +19.4% | +32.0% |
| 3Y | +69.7% | +124.0% | -54.2% | +38.1% |
| 5Y | +190.1% | +40.8% | +149.3% | +136.5% |
| All | +190.1% | +39.4% | +150.7% | +136.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling