-17.1%
SLB vs KEY
+120.9%
-138.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.9% |
| 7D | -7.1% | -1.3% | -5.8% | -6.5% |
| 30D | +4.1% | +5.1% | -1.1% | +1.0% |
| 3M | -2.6% | -7.1% | +4.5% | +1.2% |
| 6M | -8.6% | -4.4% | -4.2% | -6.8% |
| YTD | +32.2% | +4.0% | +28.2% | +27.8% |
| 1Y | +40.7% | +23.4% | +17.2% | +23.1% |
| 3Y | -4.5% | +113.9% | -118.4% | -42.4% |
| 5Y | +66.4% | +12.3% | +54.0% | +35.4% |
| All | -17.1% | +120.9% | -138.0% | -53.4% |
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