+162.6%
SHEL vs KMB
-0.7%
+163.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.1% | -0.8% | +1.3% |
| 7D | +0.8% | +0.9% | -0.1% | +0.8% |
| 30D | -3.6% | +10.1% | -13.7% | -3.6% |
| 3M | +12.0% | 0.0% | +12.0% | +12.0% |
| 6M | +19.7% | +15.7% | +4.0% | +19.4% |
| YTD | +39.6% | +12.6% | +27.0% | +39.5% |
| 1Y | +36.4% | +10.1% | +26.3% | +36.4% |
| 3Y | +70.2% | +2.1% | +68.1% | +70.9% |
| All | +162.6% | -0.7% | +163.3% | +157.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling