+2,650.9%
SHEL vs KGC
+207.3%
+2,443.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | +0.8% | -6.7% | +7.4% | +1.3% |
| 30D | -3.6% | -6.7% | +3.1% | -3.3% |
| 3M | +12.0% | -22.6% | +34.6% | +13.7% |
| 6M | +19.7% | -33.4% | +53.1% | +22.4% |
| YTD | +39.6% | -26.0% | +65.6% | +41.1% |
| 1Y | +36.4% | -18.3% | +54.7% | +36.8% |
| 3Y | +70.2% | +315.8% | -245.6% | +49.8% |
| 5Y | +169.2% | +225.7% | -56.5% | +138.7% |
| 10Y | +217.1% | +610.5% | -393.4% | +159.5% |
| All | +2,650.9% | +207.3% | +2,443.6% | +2,217.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling