+2,028.7%
EQNR vs KMX
+861.9%
+1,166.8%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -1.0% |
| 7D | +6.4% | -3.1% | +9.6% | +7.1% |
| 30D | +10.4% | +4.4% | +5.9% | +9.2% |
| 3M | +23.1% | +18.9% | +4.2% | +17.8% |
| 6M | +36.3% | +44.3% | -8.0% | +23.8% |
| YTD | +96.0% | +58.7% | +37.3% | +73.6% |
| 1Y | +94.2% | +0.1% | +94.1% | +86.8% |
| 3Y | +75.3% | -24.4% | +99.7% | +73.8% |
| 5Y | +187.2% | -54.4% | +241.6% | +204.7% |
| 10Y | +415.5% | +11.0% | +404.5% | +327.3% |
| All | +2,028.7% | +861.9% | +1,166.8% | +1,177.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling