+851.0%
SLB vs KR
+5,448.1%
-4,597.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | +0.1% | +1.2% |
| 7D | +3.5% | +4.6% | -1.1% | +2.7% |
| 30D | +6.5% | +12.2% | -5.7% | +4.2% |
| 3M | -0.2% | +24.6% | -24.8% | -4.3% |
| 6M | -5.7% | +8.2% | -13.9% | -7.5% |
| YTD | +36.8% | +15.3% | +21.6% | +32.3% |
| 1Y | +45.8% | +9.8% | +36.0% | +42.1% |
| 3Y | +3.4% | +71.4% | -68.0% | -8.4% |
| 5Y | +76.1% | +85.1% | -8.9% | +51.9% |
| 10Y | -13.0% | +159.4% | -172.4% | -32.9% |
| All | +851.0% | +5,448.1% | -4,597.0% | +329.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling