+837.9%
SLB vs KR
+5,345.4%
-4,507.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.3% | +0.8% | +1.9% |
| 7D | -1.2% | +0.8% | -1.9% | -1.3% |
| 30D | +4.5% | +11.1% | -6.6% | +2.4% |
| 3M | -4.6% | +24.4% | -29.0% | -8.4% |
| 6M | -6.3% | +8.5% | -14.8% | -8.1% |
| YTD | +35.0% | +13.1% | +21.8% | +30.9% |
| 1Y | +38.8% | +9.3% | +29.5% | +35.4% |
| 3Y | +3.3% | +69.3% | -66.0% | -8.3% |
| 5Y | +73.6% | +83.2% | -9.6% | +49.9% |
| 10Y | -14.2% | +154.6% | -168.8% | -33.6% |
| All | +837.9% | +5,345.4% | -4,507.5% | +324.5% |
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