+210.0%
SHEL vs KEYS
+1,049.9%
-839.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.0% | -3.1% | -0.1% |
| 7D | +4.1% | +3.5% | +0.6% | +3.2% |
| 30D | +8.4% | -4.5% | +12.9% | +9.4% |
| 3M | +13.7% | -0.4% | +14.1% | +12.9% |
| 6M | +12.7% | +19.1% | -6.4% | +6.0% |
| YTD | +35.3% | +66.7% | -31.4% | +14.7% |
| 1Y | +39.4% | +96.5% | -57.1% | +12.1% |
| 3Y | +71.5% | +155.2% | -83.7% | +23.6% |
| 5Y | +195.0% | +88.0% | +107.0% | +128.3% |
| All | +210.0% | +1,049.9% | -839.9% | +41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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