+133.6%
SLB vs KNX
+41.5%
+92.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.2% | -1.9% |
| 7D | -2.4% | -0.5% | -1.9% | -2.4% |
| 30D | +4.9% | +1.0% | +3.9% | +4.5% |
| 3M | +1.4% | -12.6% | +14.1% | +4.2% |
| 6M | +17.6% | +21.1% | -3.4% | +11.7% |
| YTD | +48.3% | +33.2% | +15.1% | +37.4% |
| 1Y | +58.7% | +67.8% | -9.1% | +38.6% |
| 3Y | +0.6% | +37.3% | -36.8% | -9.6% |
| 5Y | +133.6% | +41.1% | +92.5% | +106.7% |
| All | +133.6% | +41.5% | +92.1% | +106.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling