+696.7%
KKR vs EQNR
+416.8%
+279.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.4% |
| 7D | -6.2% | +6.4% | -12.6% | -8.1% |
| 30D | -8.9% | +10.4% | -19.2% | -11.9% |
| 3M | +6.3% | +23.1% | -16.8% | -1.8% |
| 6M | +16.5% | +36.3% | -19.8% | +2.0% |
| YTD | -20.3% | +96.0% | -116.2% | -39.4% |
| 1Y | -29.8% | +94.2% | -124.0% | -46.7% |
| 3Y | +63.2% | +75.3% | -12.1% | +25.0% |
| 5Y | +68.0% | +187.2% | -119.3% | -2.2% |
| All | +696.7% | +416.8% | +279.9% | +234.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling