+207.4%
SHEL vs KIM
+33.1%
+174.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.8% |
| 7D | +3.9% | -1.5% | +5.4% | +4.5% |
| 30D | +7.0% | -1.7% | +8.6% | +7.6% |
| 3M | +12.5% | -7.1% | +19.6% | +15.5% |
| 6M | +14.8% | +2.9% | +11.9% | +13.0% |
| YTD | +34.2% | +18.8% | +15.3% | +24.7% |
| 1Y | +37.0% | +9.4% | +27.6% | +31.3% |
| 3Y | +70.9% | +44.6% | +26.3% | +43.6% |
| 5Y | +192.5% | +37.9% | +154.6% | +144.0% |
| All | +207.4% | +33.1% | +174.3% | +116.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 KIM 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