-5.8%
SLB vs KNX
+166.7%
-172.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.5% |
| 7D | -2.5% | -5.6% | +3.1% | -1.0% |
| 30D | +7.1% | -4.4% | +11.5% | +8.3% |
| 3M | +0.6% | -17.3% | +18.0% | +5.5% |
| 6M | +17.6% | +22.6% | -5.0% | +10.0% |
| YTD | +48.5% | +31.1% | +17.3% | +35.7% |
| 1Y | +59.4% | +60.2% | -0.8% | +36.8% |
| 3Y | -0.4% | +35.8% | -36.1% | -12.3% |
| 5Y | +133.8% | +38.9% | +94.9% | +98.6% |
| All | -5.8% | +166.7% | -172.5% | -32.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling