+192.5%
SHEL vs KIM
+35.1%
+157.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.7% |
| 7D | +3.9% | -1.5% | +5.4% | +4.3% |
| 30D | +7.0% | -1.7% | +8.6% | +7.4% |
| 3M | +12.5% | -7.1% | +19.6% | +14.6% |
| 6M | +14.8% | +2.9% | +11.9% | +13.5% |
| YTD | +34.2% | +18.8% | +15.3% | +27.1% |
| 1Y | +37.0% | +9.4% | +27.6% | +32.8% |
| 3Y | +70.9% | +44.6% | +26.3% | +50.3% |
| 5Y | +192.5% | +37.9% | +154.6% | +157.0% |
| All | +192.5% | +35.1% | +157.5% | +157.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling