+83.8%
EQNR vs KMX
+5.0%
+78.8%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.4% | -1.3% |
| 7D | +1.7% | +1.9% | -0.2% | +1.8% |
| 30D | +11.5% | +11.7% | -0.2% | +11.9% |
| 3M | +12.9% | +34.9% | -22.0% | +14.3% |
| 6M | +36.0% | +50.3% | -14.3% | +39.0% |
| YTD | +84.1% | +63.8% | +20.3% | +89.1% |
| 1Y | +83.8% | +3.8% | +79.9% | +88.0% |
| All | +83.8% | +5.0% | +78.8% | +88.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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