+133.6%
SLB vs KEEL
-41.3%
+174.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -7.3% | +5.5% | -1.4% |
| 7D | -2.4% | +2.7% | -5.1% | -2.6% |
| 30D | +4.9% | +4.6% | +0.3% | +4.3% |
| 3M | +1.4% | -34.5% | +35.9% | +3.0% |
| 6M | +17.6% | +59.3% | -41.6% | +11.8% |
| YTD | +48.3% | +46.4% | +1.9% | +41.0% |
| 1Y | +58.7% | +96.6% | -37.9% | +44.5% |
| 3Y | +0.6% | +182.0% | -181.4% | -16.3% |
| 5Y | +133.6% | -38.2% | +171.8% | +102.7% |
| All | +133.6% | -41.3% | +174.9% | +102.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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