+39.4%
SHEL vs KMX
+3.5%
+35.9%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.8% |
| 7D | +4.1% | -3.1% | +7.2% | +4.2% |
| 30D | +8.4% | +4.4% | +3.9% | +8.2% |
| 3M | +13.7% | +18.9% | -5.2% | +13.2% |
| 6M | +12.7% | +44.3% | -31.6% | +11.6% |
| YTD | +35.3% | +58.7% | -23.4% | +34.2% |
| 1Y | +39.4% | +0.1% | +39.2% | +36.8% |
| All | +39.4% | +3.5% | +35.9% | +36.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling