-2.6%
SLB vs KRE
+119.6%
-122.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.7% |
| 7D | -1.9% | -1.1% | -0.8% | -1.1% |
| 30D | +7.8% | -3.4% | +11.2% | +10.4% |
| 3M | +2.7% | +3.7% | -1.0% | -0.4% |
| 6M | +22.2% | +14.8% | +7.4% | +9.8% |
| YTD | +51.1% | +14.7% | +36.4% | +35.4% |
| 1Y | +63.3% | +16.0% | +47.3% | +44.4% |
| 3Y | +2.4% | +84.3% | -81.8% | -38.9% |
| 5Y | +139.3% | +30.9% | +108.5% | +76.5% |
| 10Y | -2.6% | +122.0% | -124.6% | -49.9% |
| All | -2.6% | +119.6% | -122.2% | -49.9% |
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