+220.3%
SHEL vs KHC
-50.5%
+270.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.2% | +0.7% |
| 7D | +0.8% | +2.0% | -1.2% | +0.3% |
| 30D | -3.6% | +10.6% | -14.2% | -6.1% |
| 3M | +12.0% | +0.5% | +11.5% | +11.6% |
| 6M | +19.7% | +12.1% | +7.6% | +15.5% |
| YTD | +39.6% | +8.9% | +30.7% | +35.2% |
| 1Y | +36.4% | +7.5% | +29.0% | +32.5% |
| 3Y | +70.2% | -10.7% | +80.9% | +71.2% |
| 5Y | +169.2% | -13.2% | +182.4% | +169.4% |
| All | +220.3% | -50.5% | +270.8% | +199.3% |
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