-3.1%
SLB vs KWEB
+24.8%
-27.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | -0.1% |
| 7D | +0.4% | -1.3% | +1.7% | +0.7% |
| 30D | +13.6% | -11.5% | +25.1% | +16.7% |
| 3M | +1.5% | -2.9% | +4.4% | +1.9% |
| 6M | +23.0% | -14.6% | +37.7% | +26.9% |
| YTD | +51.2% | -25.5% | +76.7% | +60.7% |
| 1Y | +63.5% | -31.1% | +94.6% | +76.5% |
| 3Y | +2.5% | +3.0% | -0.5% | -0.7% |
| 5Y | +139.2% | -42.6% | +181.8% | +158.4% |
| 10Y | -4.8% | -21.1% | +16.4% | -15.5% |
| All | -3.1% | +24.8% | -27.9% | -26.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling