+2,896.3%
KLAC vs EQNR
+416.8%
+2,479.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.6% | +2.1% |
| 7D | -2.7% | +6.4% | -9.1% | -4.4% |
| 30D | -13.2% | +10.4% | -23.5% | -15.7% |
| 3M | -25.0% | +23.1% | -48.1% | -30.1% |
| 6M | +23.6% | +36.3% | -12.7% | +9.0% |
| YTD | +49.2% | +96.0% | -46.8% | +15.6% |
| 1Y | +89.3% | +94.2% | -4.9% | +46.6% |
| 3Y | +274.4% | +75.3% | +199.1% | +193.1% |
| 5Y | +440.9% | +187.2% | +253.7% | +227.1% |
| All | +2,896.3% | +416.8% | +2,479.5% | +1,318.8% |
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