+489.1%
KLAC vs SLB
+128.1%
+361.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +2.0% |
| 7D | +10.6% | +0.4% | +10.2% | +10.4% |
| 30D | -4.5% | +13.6% | -18.1% | -8.5% |
| 3M | -10.3% | +1.5% | -11.7% | -11.2% |
| 6M | +40.9% | +23.0% | +17.9% | +31.5% |
| YTD | +56.1% | +51.2% | +4.9% | +36.6% |
| 1Y | +109.0% | +63.5% | +45.5% | +78.1% |
| 3Y | +288.8% | +2.5% | +286.3% | +265.2% |
| 5Y | +489.1% | +139.2% | +350.0% | +340.5% |
| All | +489.1% | +128.1% | +361.1% | +340.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling