+169.5%
KDP vs EQNR
+416.8%
-247.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.1% |
| 7D | -3.7% | +6.4% | -10.1% | -4.4% |
| 30D | +6.2% | +10.4% | -4.2% | +4.9% |
| 3M | +1.2% | +23.1% | -21.9% | -1.5% |
| 6M | +15.3% | +36.3% | -20.9% | +10.2% |
| YTD | +14.8% | +96.0% | -81.2% | +4.3% |
| 1Y | +17.6% | +94.2% | -76.6% | +6.8% |
| 3Y | +2.1% | +75.3% | -73.1% | -7.0% |
| 5Y | +2.7% | +187.2% | -184.5% | -17.4% |
| All | +169.5% | +416.8% | -247.3% | +73.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EQNR.
Daily Out/Under-Performance
Portfolio return minus EQNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQNR 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 EQNR 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