+71.5%
SHEL vs KR
+33.5%
+38.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -1.9% | +0.7% |
| 7D | +4.1% | -0.2% | +4.3% | +4.1% |
| 30D | +8.4% | +5.1% | +3.3% | +8.0% |
| 3M | +13.7% | -8.2% | +21.9% | +14.3% |
| 6M | +12.7% | -18.0% | +30.7% | +13.9% |
| YTD | +35.3% | -4.8% | +40.1% | +36.1% |
| 1Y | +39.4% | -11.0% | +50.4% | +40.2% |
| 3Y | +71.5% | +37.7% | +33.8% | +66.4% |
| All | +71.5% | +33.5% | +38.0% | +66.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR 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 KR 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