+71.5%
SHEL vs KMX
-25.1%
+96.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.7% |
| 7D | +4.1% | -3.1% | +7.2% | +4.4% |
| 30D | +8.4% | +4.4% | +3.9% | +7.9% |
| 3M | +13.7% | +18.9% | -5.2% | +11.9% |
| 6M | +12.7% | +44.3% | -31.6% | +8.7% |
| YTD | +35.3% | +58.7% | -23.4% | +29.1% |
| 1Y | +39.4% | +0.1% | +39.2% | +39.2% |
| 3Y | +71.5% | -24.4% | +95.9% | +74.5% |
| All | +71.5% | -25.1% | +96.5% | +74.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling