-5.9%
SLB vs KR
+123.5%
-129.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -1.9% |
| 7D | -2.4% | -2.7% | +0.2% | -2.2% |
| 30D | +4.9% | +1.9% | +2.9% | +4.7% |
| 3M | +1.4% | -11.0% | +12.5% | +2.4% |
| 6M | +17.6% | -20.2% | +37.8% | +19.8% |
| YTD | +48.3% | -7.3% | +55.6% | +48.8% |
| 1Y | +58.7% | -13.1% | +71.8% | +60.0% |
| 3Y | +0.6% | +29.7% | -29.2% | -3.7% |
| 5Y | +133.6% | +48.8% | +84.8% | +119.1% |
| All | -5.9% | +123.5% | -129.4% | -17.3% |
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