+210.0%
SHEL vs KMX
+11.6%
+198.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.6% |
| 7D | +4.1% | -3.1% | +7.2% | +4.8% |
| 30D | +8.4% | +4.4% | +3.9% | +7.2% |
| 3M | +13.7% | +18.9% | -5.2% | +8.7% |
| 6M | +12.7% | +44.3% | -31.6% | +2.0% |
| YTD | +35.3% | +58.7% | -23.4% | +19.1% |
| 1Y | +39.4% | +0.1% | +39.2% | +34.9% |
| 3Y | +71.5% | -24.4% | +95.9% | +72.5% |
| 5Y | +195.0% | -54.4% | +249.4% | +230.7% |
| All | +210.0% | +11.6% | +198.4% | +154.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 10y: compounded portfolio wealth divided by compounded KMX 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…
10y analysis · Full analysis span regression · 6 months rolling