+1,320.5%
SHEL vs KNX
+4,983.8%
-3,663.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.4% | +1.1% |
| 7D | +4.1% | -5.6% | +9.7% | +5.0% |
| 30D | +8.4% | -4.4% | +12.8% | +9.0% |
| 3M | +13.7% | -17.3% | +31.0% | +16.7% |
| 6M | +12.7% | +22.6% | -9.9% | +8.3% |
| YTD | +35.3% | +31.1% | +4.2% | +28.2% |
| 1Y | +39.4% | +60.2% | -20.8% | +27.4% |
| 3Y | +71.5% | +35.8% | +35.7% | +58.3% |
| 5Y | +195.0% | +38.9% | +156.1% | +167.4% |
| 10Y | +211.1% | +166.5% | +44.6% | +146.6% |
| All | +1,320.5% | +4,983.8% | -3,663.3% | +809.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling