+69.4%
SHEL vs KHC
-12.1%
+81.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.4% |
| 7D | +3.0% | -4.8% | +7.8% | +3.6% |
| 30D | +7.2% | +0.3% | +6.9% | +7.1% |
| 3M | +12.9% | +6.7% | +6.2% | +11.6% |
| 6M | +13.7% | +4.2% | +9.5% | +12.7% |
| YTD | +33.7% | +6.7% | +26.9% | +31.8% |
| 1Y | +37.9% | -1.4% | +39.3% | +37.7% |
| All | +69.4% | -12.1% | +81.4% | +67.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling