+90.1%
KEYS vs EQNR
+183.4%
-93.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.7% | +4.7% | +4.0% |
| 7D | +3.5% | +6.4% | -2.9% | +2.9% |
| 30D | -4.5% | +10.4% | -14.8% | -5.3% |
| 3M | -0.4% | +23.1% | -23.5% | -2.4% |
| 6M | +19.1% | +36.3% | -17.2% | +14.2% |
| YTD | +66.7% | +96.0% | -29.3% | +51.6% |
| 1Y | +96.5% | +94.2% | +2.2% | +78.7% |
| 3Y | +155.2% | +75.3% | +79.9% | +132.8% |
| All | +90.1% | +183.4% | -93.3% | +63.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling