+38.8%
SLB vs KEY
+23.0%
+15.8%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.7% | +1.9% |
| 7D | -1.2% | -0.5% | -0.7% | -0.9% |
| 30D | +4.5% | +6.7% | -2.2% | +1.5% |
| 3M | -4.6% | -4.6% | 0.0% | -2.9% |
| 6M | -6.3% | +2.6% | -8.8% | -8.5% |
| YTD | +35.0% | +7.0% | +28.0% | +23.8% |
| 1Y | +38.8% | +23.5% | +15.3% | +10.9% |
| All | +38.8% | +23.0% | +15.8% | +10.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling