-13.1%
SLB vs KEY
+96.4%
-109.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.1% |
| 7D | +3.5% | +2.9% | +0.6% | +1.8% |
| 30D | +6.5% | +8.4% | -1.9% | +1.5% |
| 3M | -0.2% | -5.8% | +5.5% | +2.9% |
| 6M | -5.7% | +5.4% | -11.2% | -9.2% |
| YTD | +36.8% | +7.1% | +29.8% | +30.0% |
| 1Y | +45.8% | +26.8% | +19.0% | +25.5% |
| 3Y | +3.4% | +128.7% | -125.3% | -40.3% |
| 5Y | +76.1% | +13.6% | +62.5% | +42.7% |
| All | -13.1% | +96.4% | -109.5% | -52.7% |
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