-18.1%
SLB vs KMI
+103.8%
-121.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.1% | -0.5% |
| 7D | -3.7% | -6.5% | +2.9% | +1.0% |
| 30D | +2.9% | -5.1% | +8.0% | +6.7% |
| 3M | +0.2% | 0.0% | +0.2% | -0.2% |
| 6M | -4.4% | -0.9% | -3.5% | -4.6% |
| YTD | +33.4% | +15.4% | +18.0% | +18.9% |
| 1Y | +40.8% | +19.5% | +21.3% | +22.2% |
| 3Y | +3.2% | +116.3% | -113.1% | -43.8% |
| 5Y | +64.8% | +136.6% | -71.8% | -13.4% |
| 10Y | -16.6% | +139.6% | -156.1% | -55.6% |
| All | -18.1% | +103.8% | -121.8% | -57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KMI.
Daily Out/Under-Performance
Portfolio return minus KMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMI 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 KMI 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