-5.8%
SLB vs KEYS
+1,049.9%
-1,055.7%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.0% | -3.9% | -1.4% |
| 7D | -2.5% | +3.5% | -6.0% | -3.8% |
| 30D | +7.1% | -4.5% | +11.6% | +8.7% |
| 3M | +0.6% | -0.4% | +1.0% | -0.6% |
| 6M | +17.6% | +19.1% | -1.5% | +7.7% |
| YTD | +48.5% | +66.7% | -18.2% | +16.5% |
| 1Y | +59.4% | +96.5% | -37.1% | +15.9% |
| 3Y | -0.4% | +155.2% | -155.5% | -36.9% |
| 5Y | +133.8% | +88.0% | +45.8% | +62.8% |
| All | -5.8% | +1,049.9% | -1,055.7% | -65.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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