+958.5%
SLB vs KEY
+1,050.5%
-92.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | +0.8% | +2.2% | -1.4% | +0.1% |
| 30D | +15.8% | -3.0% | +18.8% | +16.9% |
| 3M | -0.3% | +3.3% | -3.7% | -1.7% |
| 6M | +21.3% | +9.2% | +12.1% | +17.4% |
| YTD | +52.3% | +10.6% | +41.7% | +46.5% |
| 1Y | +63.6% | +20.4% | +43.2% | +52.6% |
| 3Y | +3.8% | +121.8% | -118.1% | -23.3% |
| 5Y | +128.6% | +41.1% | +87.5% | +89.2% |
| 10Y | -3.1% | +168.5% | -171.6% | -33.3% |
| All | +958.5% | +1,050.5% | -92.0% | +373.3% |
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