+1,075.3%
KDP vs EQNR
+222.2%
+853.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.7% | -1.9% |
| 7D | -4.3% | +5.7% | -10.1% | -5.2% |
| 30D | +7.8% | +11.3% | -3.5% | +5.8% |
| 3M | -0.1% | +21.5% | -21.5% | -3.8% |
| 6M | +14.0% | +41.8% | -27.8% | +6.0% |
| YTD | +15.1% | +97.3% | -82.3% | +0.5% |
| 1Y | +18.5% | +89.9% | -71.4% | +4.1% |
| 3Y | +2.9% | +76.9% | -74.0% | -10.0% |
| 5Y | +3.0% | +189.2% | -186.2% | -21.3% |
| 10Y | +174.4% | +419.0% | -244.7% | +72.1% |
| All | +1,075.3% | +222.2% | +853.0% | +537.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling