+160.2%
KNX vs EQNR
+416.8%
-256.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.4% |
| 7D | -5.6% | +6.4% | -12.0% | -6.4% |
| 30D | -4.4% | +10.4% | -14.8% | -5.7% |
| 3M | -17.3% | +23.1% | -40.4% | -19.9% |
| 6M | +22.6% | +36.3% | -13.7% | +16.1% |
| YTD | +31.1% | +96.0% | -64.8% | +16.6% |
| 1Y | +60.2% | +94.2% | -34.0% | +42.3% |
| 3Y | +35.8% | +75.3% | -39.5% | +20.9% |
| 5Y | +38.9% | +187.2% | -148.3% | +6.5% |
| All | +160.2% | +416.8% | -256.6% | +70.9% |
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