+66.8%
SHEL vs KMB
+2.0%
+64.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +0.6% |
| 7D | -3.9% | +0.1% | -4.0% | -3.9% |
| 30D | -3.7% | +10.2% | -13.9% | -3.5% |
| 3M | +9.1% | +1.5% | +7.6% | +9.1% |
| 6M | +16.7% | +16.6% | +0.1% | +16.4% |
| YTD | +36.8% | +12.1% | +24.8% | +36.9% |
| 1Y | +31.8% | +11.1% | +20.7% | +31.9% |
| All | +66.8% | +2.0% | +64.8% | +66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KMB.
Daily Out/Under-Performance
Portfolio return minus KMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMB 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 3y: compounded portfolio wealth divided by compounded KMB 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…
3y analysis · Full analysis span regression · 6 months rolling