-5.9%
SLB vs KWEB
-20.2%
+14.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.5% | -1.5% |
| 7D | -2.4% | -4.3% | +1.9% | -1.6% |
| 30D | +4.9% | -13.0% | +17.9% | +7.9% |
| 3M | +1.4% | -7.6% | +9.0% | +2.9% |
| 6M | +17.6% | -21.1% | +38.8% | +23.1% |
| YTD | +48.3% | -28.2% | +76.6% | +58.3% |
| 1Y | +58.7% | -34.9% | +93.5% | +72.6% |
| 3Y | +0.6% | -0.8% | +1.3% | -1.5% |
| 5Y | +133.6% | -43.6% | +177.1% | +157.8% |
| All | -5.9% | -20.2% | +14.4% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 KWEB 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