+87.4%
EQNR vs KIM
+33.1%
+54.3%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +3.6% | -9.8% | -5.3% |
| 7D | -10.2% | +10.6% | -20.8% | -8.3% |
| 30D | +1.1% | +17.5% | -16.4% | +4.1% |
| 3M | +10.3% | +4.7% | +5.6% | +10.9% |
| 6M | +5.7% | +13.1% | -7.5% | +8.9% |
| YTD | +87.2% | +32.1% | +55.2% | +81.7% |
| 1Y | +87.4% | +32.7% | +54.7% | +81.7% |
| All | +87.4% | +33.1% | +54.3% | +81.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 1y: compounded portfolio wealth divided by compounded KIM 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…
1y analysis · Full analysis span regression · 6 months rolling