+409.3%
EQNR vs KMX
+11.6%
+397.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.9% |
| 7D | +6.4% | -3.1% | +9.6% | +7.0% |
| 30D | +10.4% | +4.4% | +5.9% | +9.3% |
| 3M | +23.1% | +18.9% | +4.2% | +18.3% |
| 6M | +36.3% | +44.3% | -8.0% | +24.8% |
| YTD | +96.0% | +58.7% | +37.3% | +75.1% |
| 1Y | +94.2% | +0.1% | +94.1% | +89.0% |
| 3Y | +75.3% | -24.4% | +99.7% | +76.2% |
| 5Y | +187.2% | -54.4% | +241.6% | +218.4% |
| All | +409.3% | +11.6% | +397.7% | +318.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling