+182.0%
EQNR vs KIM
+35.9%
+146.2%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | +6.4% | -1.7% | +8.2% | +6.9% |
| 30D | +10.4% | -3.0% | +13.3% | +11.1% |
| 3M | +23.1% | -8.9% | +32.0% | +25.6% |
| 6M | +36.3% | +2.4% | +33.9% | +34.8% |
| YTD | +96.0% | +18.3% | +77.6% | +86.2% |
| 1Y | +94.2% | +8.2% | +86.0% | +88.9% |
| 3Y | +75.3% | +44.0% | +31.2% | +55.8% |
| All | +182.0% | +35.9% | +146.2% | +147.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling