+191.5%
SHEL vs KHC
-13.2%
+204.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.3% | +2.5% |
| 7D | +1.9% | -2.2% | +4.1% | +2.3% |
| 30D | +8.7% | -0.1% | +8.7% | +8.6% |
| 3M | +11.0% | +8.3% | +2.6% | +9.2% |
| 6M | +14.6% | +5.0% | +9.6% | +13.1% |
| YTD | +33.3% | +8.0% | +25.3% | +30.8% |
| 1Y | +37.9% | -1.1% | +39.0% | +37.5% |
| 3Y | +69.7% | -10.7% | +80.5% | +70.4% |
| All | +191.5% | -13.2% | +204.7% | +191.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling