+43.3%
SHEL vs KWEB
-34.1%
+77.4%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.5% | -6.7% | -2.2% |
| 7D | -3.2% | +5.8% | -9.0% | -3.1% |
| 30D | +5.5% | -1.0% | +6.5% | +5.8% |
| 3M | +14.4% | -15.8% | +30.2% | +15.3% |
| 6M | +16.2% | -14.9% | +31.1% | +17.2% |
| YTD | +42.4% | -28.6% | +71.0% | +47.3% |
| 1Y | +43.3% | -33.9% | +77.2% | +49.6% |
| All | +43.3% | -34.1% | +77.4% | +49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 KWEB 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