+216.1%
SHEL vs KIM
+63.0%
+153.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +1.0% |
| 7D | -1.6% | -0.7% | -0.9% | -1.3% |
| 30D | -4.3% | +13.4% | -17.7% | -8.9% |
| 3M | +10.4% | +6.5% | +3.8% | +7.6% |
| 6M | +17.5% | +10.6% | +7.0% | +12.6% |
| YTD | +37.8% | +29.9% | +7.9% | +23.6% |
| 1Y | +33.8% | +29.6% | +4.2% | +20.1% |
| 3Y | +69.1% | +64.1% | +5.0% | +35.4% |
| 5Y | +165.7% | +35.3% | +130.4% | +124.4% |
| All | +216.1% | +63.0% | +153.1% | +113.1% |
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