+33.6%
KO vs SLB
+59.3%
-25.7%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +0.3% |
| 7D | -1.1% | -2.4% | +1.3% | -1.1% |
| 30D | +1.6% | +4.9% | -3.3% | +1.6% |
| 3M | +5.8% | +1.4% | +4.3% | +5.9% |
| 6M | +14.3% | +17.6% | -3.4% | +13.7% |
| YTD | +27.3% | +48.3% | -21.0% | +28.2% |
| All | +33.6% | +59.3% | -25.7% | +35.8% |
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 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