+37.7%
KR vs EQNR
+72.8%
-35.1%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.7% | +3.4% | +2.7% |
| 7D | -0.2% | +6.4% | -6.6% | -0.6% |
| 30D | +5.1% | +10.4% | -5.3% | +4.4% |
| 3M | -8.2% | +23.1% | -31.2% | -9.6% |
| 6M | -18.0% | +36.3% | -54.3% | -19.4% |
| YTD | -4.8% | +96.0% | -100.7% | -7.2% |
| 1Y | -11.0% | +94.2% | -105.2% | -13.3% |
| 3Y | +37.7% | +75.3% | -37.6% | +35.4% |
| All | +37.7% | +72.8% | -35.1% | +35.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling