+39.4%
SHEL vs KGC
+28.2%
+11.2%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.2% | +0.8% |
| 7D | +4.1% | -5.6% | +9.7% | +4.1% |
| 30D | +8.4% | +6.1% | +2.2% | +8.3% |
| 3M | +13.7% | +17.3% | -3.6% | +13.5% |
| 6M | +12.7% | -10.3% | +23.0% | +13.6% |
| YTD | +35.3% | +3.9% | +31.5% | +35.4% |
| 1Y | +39.4% | +25.7% | +13.6% | +37.0% |
| All | +39.4% | +28.2% | +11.2% | +37.0% |
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