+6.3%
KLAC vs EQNR
+86.3%
-79.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.3% | -0.6% | -12.7% | -13.5% |
| 7D | -22.5% | -10.6% | -11.9% | -25.1% |
| 30D | -34.3% | -1.1% | -33.2% | -34.1% |
| 3M | -32.6% | +12.6% | -45.2% | -29.2% |
| 6M | -24.9% | +4.9% | -29.8% | -21.0% |
| YTD | +7.2% | +86.1% | -78.9% | +17.0% |
| 1Y | +6.3% | +87.5% | -81.2% | +17.7% |
| All | +6.3% | +86.3% | -79.9% | +17.7% |
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