-9.9%
KGC vs EQNR
+86.3%
-96.2%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +0.6% |
| 7D | 0.0% | -10.6% | +10.5% | -3.5% |
| 30D | -9.3% | -1.1% | -8.2% | -9.4% |
| 3M | -15.9% | +12.6% | -28.5% | -11.6% |
| 6M | -24.9% | +4.9% | -29.8% | -22.6% |
| YTD | -23.0% | +86.1% | -109.1% | -13.0% |
| 1Y | -9.9% | +87.5% | -97.5% | +2.4% |
| All | -9.9% | +86.3% | -96.2% | +2.4% |
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