+150.6%
KMI vs EQNR
+183.4%
-32.8%
-20.3%
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% | -0.1% |
| 7D | -1.7% | +6.4% | -8.2% | -3.5% |
| 30D | -2.7% | +10.4% | -13.1% | -5.5% |
| 3M | -0.7% | +23.1% | -23.8% | -6.9% |
| 6M | -5.0% | +36.3% | -41.3% | -14.4% |
| YTD | +15.5% | +96.0% | -80.5% | -7.6% |
| 1Y | +16.4% | +94.2% | -77.8% | -6.9% |
| 3Y | +114.2% | +75.3% | +38.9% | +73.5% |
| All | +150.6% | +183.4% | -32.8% | +63.6% |
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