+177.9%
KO vs SLB
-4.7%
+182.6%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +0.5% |
| 7D | -1.1% | -2.4% | +1.3% | -0.8% |
| 30D | +1.6% | +4.9% | -3.3% | +0.9% |
| 3M | +5.8% | +1.4% | +4.3% | +5.3% |
| 6M | +14.3% | +17.6% | -3.4% | +11.5% |
| YTD | +27.3% | +48.3% | -21.0% | +20.4% |
| 1Y | +33.2% | +58.7% | -25.5% | +24.7% |
| 3Y | +64.5% | +0.6% | +63.9% | +61.6% |
| 5Y | +83.1% | +133.6% | -50.5% | +52.4% |
| All | +177.9% | -4.7% | +182.6% | +122.3% |
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