+43.3%
SHEL vs KNX
+45.0%
-1.7%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.3% |
| 7D | -3.2% | +2.5% | -5.6% | -3.0% |
| 30D | +5.5% | -4.4% | +9.9% | +5.3% |
| 3M | +14.4% | -12.7% | +27.1% | +13.7% |
| 6M | +16.2% | +0.9% | +15.3% | +17.3% |
| YTD | +42.4% | +20.3% | +22.1% | +45.2% |
| 1Y | +43.3% | +40.9% | +2.3% | +43.8% |
| All | +43.3% | +45.0% | -1.7% | +43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX 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 KNX 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