+43.3%
SHEL vs KGC
-5.3%
+48.6%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +7.5% | -9.7% | -2.1% |
| 7D | -3.2% | -6.8% | +3.6% | -3.1% |
| 30D | +5.5% | -9.2% | +14.7% | +5.6% |
| 3M | +14.4% | -9.1% | +23.5% | +14.2% |
| 6M | +16.2% | -25.7% | +41.8% | +16.8% |
| YTD | +42.4% | -23.6% | +66.1% | +41.3% |
| 1Y | +43.3% | -4.3% | +47.6% | +38.1% |
| All | +43.3% | -5.3% | +48.6% | +38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC 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 1y: compounded portfolio wealth divided by compounded KGC 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…
1y analysis · Full analysis span regression · 6 months rolling