-17.3%
SLB vs KRE
+98.5%
-115.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.6% |
| 7D | -4.3% | +0.3% | -4.6% | -4.5% |
| 30D | +1.9% | +5.9% | -4.0% | -2.4% |
| 3M | -5.7% | -3.3% | -2.4% | -3.7% |
| 6M | -5.3% | +5.8% | -11.2% | -9.9% |
| YTD | +32.2% | +14.7% | +17.4% | +18.0% |
| 1Y | +38.5% | +22.0% | +16.5% | +18.2% |
| 3Y | +1.1% | +91.6% | -90.5% | -41.4% |
| 5Y | +70.3% | +13.0% | +57.3% | +42.3% |
| 10Y | -17.3% | +94.0% | -111.3% | -53.5% |
| All | -17.3% | +98.5% | -115.8% | -53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KRE.
Daily Out/Under-Performance
Portfolio return minus KRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRE 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 KRE 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