+163.8%
SHEL vs KIM
+34.4%
+129.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | -3.9% | -1.0% | -2.9% | -3.7% |
| 30D | -3.7% | +14.8% | -18.5% | -7.4% |
| 3M | +9.1% | +8.1% | +0.9% | +6.6% |
| 6M | +16.7% | +11.7% | +5.0% | +12.8% |
| YTD | +36.8% | +30.7% | +6.1% | +25.9% |
| 1Y | +31.8% | +29.7% | +2.1% | +21.5% |
| 3Y | +67.9% | +65.1% | +2.8% | +41.1% |
| All | +163.8% | +34.4% | +129.4% | +129.4% |
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