+192.0%
SHEL vs KWEB
+21.1%
+170.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.2% | +0.7% |
| 7D | +4.1% | -5.6% | +9.7% | +5.2% |
| 30D | +8.4% | -10.7% | +19.1% | +10.6% |
| 3M | +13.7% | -7.4% | +21.1% | +15.1% |
| 6M | +12.7% | -19.3% | +32.0% | +16.8% |
| YTD | +35.3% | -27.8% | +63.1% | +43.0% |
| 1Y | +39.4% | -35.9% | +75.3% | +50.5% |
| 3Y | +71.5% | -1.9% | +73.4% | +66.9% |
| 5Y | +195.0% | -43.2% | +238.2% | +211.2% |
| 10Y | +211.1% | -21.2% | +232.2% | +174.0% |
| All | +192.0% | +21.1% | +170.9% | +139.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling