-13.7%
KMB vs EQNR
+183.4%
-197.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.4% |
| 7D | -6.5% | +6.4% | -12.9% | -6.2% |
| 30D | -8.8% | +10.4% | -19.2% | -8.4% |
| 3M | -2.2% | +23.1% | -25.3% | -1.2% |
| 6M | +0.7% | +36.3% | -35.6% | +1.6% |
| YTD | +1.0% | +96.0% | -94.9% | +2.3% |
| 1Y | -20.3% | +94.2% | -114.5% | -19.3% |
| 3Y | -13.3% | +75.3% | -88.5% | -12.4% |
| All | -13.7% | +183.4% | -197.0% | -8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling