+470.0%
KLAC vs SLB
+132.5%
+337.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.2% | +7.1% | +7.3% |
| 7D | +5.7% | +0.8% | +4.9% | +5.4% |
| 30D | -3.6% | +15.8% | -19.5% | -8.3% |
| 3M | -12.8% | -0.3% | -12.5% | -13.0% |
| 6M | +26.1% | +21.3% | +4.7% | +18.1% |
| YTD | +53.3% | +52.3% | +1.0% | +33.9% |
| 1Y | +113.7% | +63.6% | +50.1% | +82.0% |
| 3Y | +274.9% | +3.8% | +271.1% | +251.0% |
| All | +470.0% | +132.5% | +337.5% | +328.8% |
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