+27.1%
KORU vs EQNR
+295.1%
-268.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.7% | +9.7% | +9.5% |
| 7D | -1.7% | +6.4% | -8.1% | -6.1% |
| 30D | +13.5% | +10.4% | +3.2% | +4.9% |
| 3M | -45.2% | +23.1% | -68.3% | -56.3% |
| 6M | +17.1% | +36.3% | -19.2% | -23.1% |
| YTD | +154.1% | +96.0% | +58.2% | +20.6% |
| 1Y | +375.7% | +94.2% | +281.5% | +125.0% |
| 3Y | +474.0% | +75.3% | +398.8% | +178.4% |
| 5Y | +60.4% | +187.2% | -126.8% | -57.2% |
| 10Y | +82.6% | +415.5% | -332.9% | -69.7% |
| All | +27.1% | +295.1% | -268.0% | -78.2% |
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