+71.5%
SHEL vs KWEB
-2.3%
+73.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.2% | +0.8% |
| 7D | +4.1% | -5.6% | +9.7% | +4.9% |
| 30D | +8.4% | -10.7% | +19.1% | +10.1% |
| 3M | +13.7% | -7.4% | +21.1% | +14.8% |
| 6M | +12.7% | -19.3% | +32.0% | +16.0% |
| YTD | +35.3% | -27.8% | +63.1% | +41.6% |
| 1Y | +39.4% | -35.9% | +75.3% | +48.6% |
| 3Y | +71.5% | -1.9% | +73.4% | +70.8% |
| All | +71.5% | -2.3% | +73.7% | +70.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling