+2,460.3%
SHEL vs KEY
+1,050.5%
+1,409.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | +2.2% | +2.2% | 0.0% | +1.6% |
| 30D | +6.8% | -3.0% | +9.9% | +7.6% |
| 3M | +8.1% | +3.3% | +4.8% | +7.0% |
| 6M | +14.4% | +9.2% | +5.2% | +11.3% |
| YTD | +30.0% | +10.6% | +19.3% | +25.8% |
| 1Y | +33.3% | +20.4% | +12.9% | +26.0% |
| 3Y | +66.4% | +121.8% | -55.4% | +30.7% |
| 5Y | +178.6% | +41.1% | +137.4% | +135.9% |
| 10Y | +198.4% | +168.5% | +29.9% | +110.5% |
| All | +2,460.3% | +1,050.5% | +1,409.7% | +1,242.6% |
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 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