+202.8%
SHEL vs KMI
+111.3%
+91.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.8% | +0.7% | +1.5% |
| 7D | +1.9% | -0.4% | +2.3% | +2.2% |
| 30D | +8.7% | +3.7% | +5.0% | +6.2% |
| 3M | +11.0% | +3.2% | +7.8% | +8.7% |
| 6M | +14.6% | -3.0% | +17.5% | +15.8% |
| YTD | +33.3% | +19.7% | +13.6% | +19.2% |
| 1Y | +37.9% | +25.6% | +12.2% | +19.4% |
| 3Y | +69.7% | +120.2% | -50.5% | +2.8% |
| 5Y | +190.2% | +160.5% | +29.7% | +59.6% |
| 10Y | +197.0% | +134.8% | +62.2% | +66.3% |
| All | +202.8% | +111.3% | +91.5% | +57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KMI.
Daily Out/Under-Performance
Portfolio return minus KMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMI 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 all: compounded portfolio wealth divided by compounded KMI 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…
all analysis · Full analysis span regression · 6 months rolling