-49.3%
KEEL vs EQNR
+84.5%
-133.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | -1.3% | +14.6% | +13.0% |
| 7D | -9.2% | -13.9% | +4.6% | -12.9% |
| 30D | -43.8% | +0.9% | -44.8% | -43.2% |
| 3M | -51.0% | +7.4% | -58.5% | -49.5% |
| 6M | -54.6% | +12.6% | -67.2% | -51.8% |
| YTD | -20.4% | +83.7% | -104.1% | -44.5% |
| 1Y | -49.3% | +83.3% | -132.6% | -64.3% |
| All | -49.3% | +84.5% | -133.8% | -64.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling