+773.8%
SLB vs KNX
+5,194.7%
-4,420.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.3% |
| 7D | +0.4% | +6.4% | -6.0% | -1.0% |
| 30D | +13.6% | +1.4% | +12.2% | +13.0% |
| 3M | +1.5% | -12.0% | +13.5% | +4.2% |
| 6M | +23.0% | +25.2% | -2.1% | +15.8% |
| YTD | +51.2% | +36.6% | +14.6% | +39.2% |
| 1Y | +63.5% | +67.6% | -4.1% | +42.7% |
| 3Y | +2.5% | +40.8% | -38.3% | -8.2% |
| 5Y | +139.2% | +43.3% | +95.8% | +108.9% |
| 10Y | -4.8% | +170.1% | -174.8% | -30.4% |
| All | +773.8% | +5,194.7% | -4,420.9% | +327.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling