-13.1%
SLB vs KR
+159.1%
-172.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | +0.1% | +1.4% |
| 7D | +3.5% | +4.6% | -1.1% | +3.1% |
| 30D | +6.5% | +12.2% | -5.7% | +5.4% |
| 3M | -0.2% | +24.6% | -24.8% | -2.3% |
| 6M | -5.7% | +8.2% | -13.9% | -6.6% |
| YTD | +36.8% | +15.3% | +21.6% | +34.5% |
| 1Y | +45.8% | +9.8% | +36.0% | +43.9% |
| 3Y | +3.4% | +71.4% | -68.0% | -3.7% |
| 5Y | +76.1% | +85.1% | -8.9% | +61.6% |
| All | -13.1% | +159.1% | -172.2% | -26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR 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 KR 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