-16.6%
SLB vs KEY
+121.9%
-138.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.7% | -1.8% | -0.6% |
| 7D | -3.7% | -0.4% | -3.3% | -3.5% |
| 30D | +2.9% | +7.2% | -4.3% | -1.3% |
| 3M | +0.2% | -4.9% | +5.1% | +2.8% |
| 6M | -4.4% | +1.1% | -5.5% | -5.7% |
| YTD | +33.4% | +6.8% | +26.6% | +27.0% |
| 1Y | +40.8% | +23.3% | +17.5% | +23.3% |
| 3Y | +3.2% | +126.1% | -122.9% | -39.9% |
| 5Y | +64.8% | +15.2% | +49.6% | +32.2% |
| 10Y | -16.6% | +113.6% | -130.2% | -54.1% |
| All | -16.6% | +121.9% | -138.5% | -54.1% |
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