+56.9%
KORU vs EQNR
+183.4%
-126.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.7% | +9.7% | +9.1% |
| 7D | -1.7% | +6.4% | -8.1% | -3.1% |
| 30D | +13.5% | +10.4% | +3.2% | +10.8% |
| 3M | -45.2% | +23.1% | -68.3% | -48.8% |
| 6M | +17.1% | +36.3% | -19.2% | -3.4% |
| YTD | +154.1% | +96.0% | +58.2% | +70.8% |
| 1Y | +375.7% | +94.2% | +281.5% | +219.3% |
| 3Y | +474.0% | +75.3% | +398.8% | +294.8% |
| All | +56.9% | +183.4% | -126.4% | -21.0% |
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