+182.0%
EQNR vs KMX
-54.8%
+236.8%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.8% |
| 7D | +6.4% | -3.1% | +9.6% | +6.6% |
| 30D | +10.4% | +4.4% | +5.9% | +10.0% |
| 3M | +23.1% | +18.9% | +4.2% | +21.7% |
| 6M | +36.3% | +44.3% | -8.0% | +33.0% |
| YTD | +96.0% | +58.7% | +37.3% | +89.7% |
| 1Y | +94.2% | +0.1% | +94.1% | +94.3% |
| 3Y | +75.3% | -24.4% | +99.7% | +77.9% |
| All | +182.0% | -54.8% | +236.8% | +188.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling