+39.4%
SHEL vs KIM
+9.2%
+30.1%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.3% | +0.9% |
| 7D | +4.1% | -1.7% | +5.8% | +4.2% |
| 30D | +8.4% | -3.0% | +11.3% | +8.5% |
| 3M | +13.7% | -8.9% | +22.6% | +13.8% |
| 6M | +12.7% | +2.4% | +10.3% | +12.7% |
| YTD | +35.3% | +18.3% | +17.0% | +31.4% |
| 1Y | +39.4% | +8.2% | +31.2% | +36.0% |
| All | +39.4% | +9.2% | +30.1% | +36.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling