+192.5%
SHEL vs KMB
-13.0%
+205.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | +3.9% | -7.7% | +11.6% | +3.8% |
| 30D | +7.0% | -8.2% | +15.2% | +6.9% |
| 3M | +12.5% | -1.9% | +14.4% | +12.3% |
| 6M | +14.8% | -0.7% | +15.4% | +14.7% |
| YTD | +34.2% | +1.4% | +32.8% | +34.1% |
| 1Y | +37.0% | -19.1% | +56.1% | +37.8% |
| 3Y | +70.9% | -12.6% | +83.5% | +71.7% |
| 5Y | +192.5% | -12.7% | +205.2% | +195.2% |
| All | +192.5% | -13.0% | +205.5% | +195.2% |
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