+63.6%
SLB vs KNX
+67.7%
-4.1%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.5% | -3.3% | -0.4% |
| 7D | +0.8% | +7.1% | -6.2% | -0.2% |
| 30D | +15.8% | +1.7% | +14.2% | +15.4% |
| 3M | -0.3% | -8.1% | +7.8% | +1.0% |
| 6M | +21.3% | +14.0% | +7.3% | +17.7% |
| YTD | +52.3% | +38.5% | +13.8% | +43.1% |
| 1Y | +63.6% | +65.4% | -1.8% | +49.3% |
| All | +63.6% | +67.7% | -4.1% | +49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX 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 1y: compounded portfolio wealth divided by compounded KNX 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…
1y analysis · Full analysis span regression · 6 months rolling