+2,381.5%
KLAC vs SLB
-14.8%
+2,396.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.1% | +3.1% | +4.6% |
| 7D | +7.5% | -1.2% | +8.7% | +8.1% |
| 30D | -15.3% | +4.5% | -19.8% | -16.4% |
| 3M | -19.6% | -4.6% | -15.0% | -18.6% |
| 6M | -12.5% | -6.3% | -6.3% | -11.1% |
| YTD | +33.0% | +35.0% | -2.0% | +19.8% |
| 1Y | +35.9% | +38.8% | -2.9% | +21.0% |
| 3Y | +208.6% | +3.3% | +205.4% | +196.6% |
| 5Y | +309.5% | +73.6% | +235.9% | +217.7% |
| 10Y | +2,381.5% | -14.2% | +2,395.8% | +1,845.6% |
| All | +2,381.5% | -14.8% | +2,396.3% | +1,845.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SLB.
Daily Out/Under-Performance
Portfolio return minus SLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLB 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 10y: compounded portfolio wealth divided by compounded SLB 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…
10y analysis · Full analysis span regression · 6 months rolling