+2,533.2%
SHEL vs KR
+4,322.8%
-1,789.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.5% |
| 7D | +3.0% | -3.1% | +6.1% | +3.5% |
| 30D | +7.2% | +0.6% | +6.6% | +7.1% |
| 3M | +12.9% | -9.8% | +22.7% | +14.4% |
| 6M | +13.7% | -22.1% | +35.8% | +17.6% |
| YTD | +33.7% | -8.1% | +41.8% | +34.8% |
| 1Y | +37.9% | -14.7% | +52.5% | +40.4% |
| 3Y | +70.2% | +28.6% | +41.7% | +61.4% |
| 5Y | +192.3% | +36.4% | +156.0% | +170.8% |
| 10Y | +207.3% | +120.8% | +86.5% | +153.0% |
| All | +2,533.2% | +4,322.8% | -1,789.5% | +1,425.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling