+813.6%
SLB vs KEY
+987.2%
-173.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.7% | -1.0% | -2.8% |
| 7D | -7.7% | -2.5% | -5.3% | -7.0% |
| 30D | -0.7% | +4.1% | -4.8% | -2.1% |
| 3M | 0.0% | -8.4% | +8.3% | +2.9% |
| 6M | -10.4% | -2.3% | -8.1% | -10.0% |
| YTD | +31.5% | +4.6% | +26.9% | +28.8% |
| 1Y | +39.1% | +24.6% | +14.6% | +28.4% |
| 3Y | -5.7% | +112.8% | -118.5% | -28.9% |
| 5Y | +65.4% | +12.9% | +52.5% | +47.4% |
| 10Y | -15.6% | +126.7% | -142.2% | -38.9% |
| All | +813.6% | +987.2% | -173.6% | +316.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling