+281.9%
KLAC vs SLB
+2.5%
+279.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.2% | +7.1% | +7.3% |
| 7D | +5.7% | +0.8% | +4.9% | +5.3% |
| 30D | -3.6% | +15.8% | -19.5% | -9.8% |
| 3M | -12.8% | -0.3% | -12.5% | -12.8% |
| 6M | +26.1% | +21.3% | +4.7% | +15.6% |
| YTD | +53.3% | +52.3% | +1.0% | +27.2% |
| 1Y | +113.7% | +63.6% | +50.1% | +70.9% |
| All | +281.9% | +2.5% | +279.4% | +226.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling