+3.2%
SLB vs KRE
+90.1%
-86.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.4% | -0.1% |
| 7D | +0.8% | +1.3% | -0.5% | +0.2% |
| 30D | +15.8% | -2.7% | +18.5% | +17.3% |
| 3M | -0.3% | +8.2% | -8.5% | -4.5% |
| 6M | +21.3% | +12.8% | +8.5% | +13.6% |
| YTD | +52.3% | +17.5% | +34.8% | +39.3% |
| 1Y | +63.6% | +16.6% | +47.0% | +49.9% |
| All | +3.2% | +90.1% | -86.8% | -21.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling