+4,815.5%
KO vs SLB
+858.3%
+3,957.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +1.7% |
| 7D | +3.7% | +3.5% | +0.2% | +3.3% |
| 30D | +8.1% | +6.5% | +1.6% | +7.1% |
| 3M | +14.2% | -0.2% | +14.4% | +13.9% |
| 6M | +25.2% | -5.7% | +30.9% | +25.4% |
| YTD | +44.7% | +36.8% | +7.9% | +37.1% |
| 1Y | +43.4% | +45.8% | -2.4% | +34.5% |
| 3Y | +90.1% | +3.4% | +86.7% | +84.5% |
| 5Y | +103.0% | +76.1% | +26.8% | +76.8% |
| 10Y | +229.8% | -13.0% | +242.8% | +197.2% |
| All | +4,815.5% | +858.3% | +3,957.2% | +2,304.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling