+188.8%
SHEL vs KNX
+37.6%
+151.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.4% | +1.0% |
| 7D | +4.1% | -5.6% | +9.7% | +4.5% |
| 30D | +8.4% | -4.4% | +12.8% | +8.7% |
| 3M | +13.7% | -17.3% | +31.0% | +15.3% |
| 6M | +12.7% | +22.6% | -9.9% | +10.3% |
| YTD | +35.3% | +31.1% | +4.2% | +31.1% |
| 1Y | +39.4% | +60.2% | -20.8% | +31.6% |
| 3Y | +71.5% | +35.8% | +35.7% | +62.9% |
| All | +188.8% | +37.6% | +151.2% | +172.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling