+55.7%
SLB vs KRE
+154.6%
-98.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.4% | -0.2% |
| 7D | +0.8% | +1.3% | -0.5% | 0.0% |
| 30D | +15.8% | -2.7% | +18.5% | +17.7% |
| 3M | -0.3% | +8.2% | -8.5% | -5.5% |
| 6M | +21.3% | +12.8% | +8.5% | +11.9% |
| YTD | +52.3% | +17.5% | +34.8% | +36.5% |
| 1Y | +63.6% | +16.6% | +47.0% | +46.8% |
| 3Y | +3.8% | +79.5% | -75.7% | -31.6% |
| 5Y | +128.6% | +32.4% | +96.2% | +76.7% |
| 10Y | -3.1% | +124.1% | -127.2% | -45.2% |
| All | +55.7% | +154.6% | -98.9% | -28.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling