+162.6%
SHEL vs KGC
+226.6%
-64.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | +0.8% | -6.7% | +7.4% | +1.5% |
| 30D | -3.6% | -6.7% | +3.1% | -3.1% |
| 3M | +12.0% | -22.6% | +34.6% | +14.7% |
| 6M | +19.7% | -33.4% | +53.1% | +24.5% |
| YTD | +39.6% | -26.0% | +65.6% | +41.4% |
| 1Y | +36.4% | -18.3% | +54.7% | +35.7% |
| 3Y | +70.2% | +315.8% | -245.6% | +20.7% |
| All | +162.6% | +226.6% | -64.0% | +95.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling