+718.5%
SHEL vs KMX
+448.1%
+270.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | +3.0% | -1.9% | +4.9% | +3.3% |
| 30D | +7.2% | +2.6% | +4.6% | +6.7% |
| 3M | +12.9% | +25.6% | -12.7% | +8.5% |
| 6M | +13.7% | +41.9% | -28.2% | +6.7% |
| YTD | +33.7% | +56.0% | -22.4% | +23.2% |
| 1Y | +37.9% | -1.8% | +39.6% | +34.7% |
| 3Y | +70.2% | -25.7% | +96.0% | +70.5% |
| 5Y | +192.3% | -54.7% | +247.1% | +206.4% |
| 10Y | +207.3% | +9.2% | +198.1% | +178.0% |
| All | +718.5% | +448.1% | +270.4% | +428.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling