+216.1%
SHEL vs KHC
-51.7%
+267.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.1% | +0.5% |
| 7D | -1.6% | -3.3% | +1.8% | -0.8% |
| 30D | -4.3% | +9.1% | -13.4% | -6.5% |
| 3M | +10.4% | +1.4% | +9.0% | +9.7% |
| 6M | +17.5% | +8.4% | +9.2% | +14.4% |
| YTD | +37.8% | +6.2% | +31.6% | +34.3% |
| 1Y | +33.8% | +5.7% | +28.1% | +30.5% |
| 3Y | +69.1% | -12.0% | +81.1% | +70.7% |
| 5Y | +165.7% | -15.3% | +181.0% | +167.5% |
| All | +216.1% | -51.7% | +267.8% | +197.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KHC.
Daily Out/Under-Performance
Portfolio return minus KHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KHC 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 KHC 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