+25.7%
KGC vs EQNR
+93.1%
-67.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.5% |
| 7D | -5.6% | +6.4% | -12.1% | -3.6% |
| 30D | +6.1% | +10.4% | -4.2% | +9.8% |
| 3M | +17.3% | +23.1% | -5.8% | +26.1% |
| 6M | -10.3% | +36.3% | -46.6% | -3.6% |
| YTD | +3.9% | +96.0% | -92.1% | +17.2% |
| 1Y | +25.7% | +94.2% | -68.5% | +42.1% |
| All | +25.7% | +93.1% | -67.4% | +42.1% |
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