+2,629.4%
SHEL vs KEY
+981.5%
+1,647.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.9% |
| 7D | -8.8% | -1.3% | -7.6% | -8.6% |
| 30D | +2.3% | +5.1% | -2.8% | +1.0% |
| 3M | +11.6% | -7.1% | +18.7% | +13.5% |
| 6M | +15.7% | -4.4% | +20.0% | +16.5% |
| YTD | +38.6% | +4.0% | +34.5% | +36.1% |
| 1Y | +38.5% | +23.4% | +15.1% | +30.0% |
| 3Y | +66.9% | +113.9% | -47.0% | +32.6% |
| 5Y | +160.6% | +12.3% | +148.2% | +133.9% |
| 10Y | +214.1% | +125.5% | +88.6% | +130.5% |
| All | +2,629.4% | +981.5% | +1,647.8% | +1,352.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling