-3.3%
SLB vs KEY
+168.7%
-172.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | 0.0% |
| 7D | +0.8% | +2.2% | -1.4% | -0.5% |
| 30D | +15.8% | -3.0% | +18.8% | +17.7% |
| 3M | -0.3% | +3.3% | -3.7% | -2.6% |
| 6M | +21.3% | +9.2% | +12.1% | +14.6% |
| YTD | +52.3% | +10.6% | +41.7% | +42.4% |
| 1Y | +63.6% | +20.4% | +43.2% | +45.2% |
| 3Y | +3.8% | +121.8% | -118.1% | -39.2% |
| 5Y | +128.6% | +41.1% | +87.5% | +59.9% |
| All | -3.3% | +168.7% | -172.1% | -53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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