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  • KO vs EQNR✓SelectedUSD · EQNRKO vs EQNR performance historyLatest closeAs of+0.52%09/11
Stock and ETF performance explorer

KO vs EQNR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+729.2%
EQNR return
+2,025.8%
Excess return
-1,296.6%
Maximum drawdown
-40.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioEQNRExcessAlpha
1D+0.5%-0.7%+1.2%+0.6%
7D+0.2%+6.4%-6.2%-0.7%
30D+1.8%+10.4%-8.5%+0.2%
3M+7.7%+23.1%-15.4%+3.9%
6M+15.3%+36.3%-21.0%+8.9%
YTD+28.0%+96.0%-68.0%+13.8%
1Y+34.3%+94.2%-60.0%+19.4%
3Y+63.8%+75.3%-11.5%+45.9%
5Y+84.1%+187.2%-103.1%+46.6%
10Y+185.4%+415.5%-230.1%+96.8%
All+729.2%+2,025.8%-1,296.6%+353.2%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling