+64.8%
SLB vs KEY
+16.6%
+48.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.7% | -1.8% | -0.1% |
| 7D | -3.7% | -0.4% | -3.3% | -3.6% |
| 30D | +2.9% | +7.2% | -4.3% | +0.2% |
| 3M | +0.2% | -4.9% | +5.1% | +2.0% |
| 6M | -4.4% | +1.1% | -5.5% | -5.2% |
| YTD | +33.4% | +6.8% | +26.6% | +29.3% |
| 1Y | +40.8% | +23.3% | +17.5% | +29.3% |
| 3Y | +3.2% | +126.1% | -122.9% | -24.3% |
| 5Y | +64.8% | +15.2% | +49.6% | +41.2% |
| All | +64.8% | +16.6% | +48.2% | +41.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling