+43.2%
KO vs SLB
+45.4%
-2.2%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.1% | +1.0% |
| 7D | +4.4% | -4.1% | +8.5% | +4.4% |
| 30D | +10.7% | +2.5% | +8.2% | +10.7% |
| 3M | +11.3% | +2.0% | +9.3% | +11.2% |
| 6M | +24.0% | -6.3% | +30.4% | +24.0% |
| YTD | +39.7% | +36.5% | +3.1% | +37.7% |
| 1Y | +43.2% | +46.2% | -3.0% | +38.6% |
| All | +43.2% | +45.4% | -2.2% | +38.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling