+17.4%
KRMN vs EQNR
+111.6%
-94.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +2.5% |
| 7D | -11.8% | +6.4% | -18.2% | -11.4% |
| 30D | -43.0% | +10.4% | -53.4% | -42.7% |
| 3M | -28.8% | +23.1% | -51.9% | -28.1% |
| 6M | -66.3% | +36.3% | -102.6% | -67.4% |
| YTD | -51.8% | +96.0% | -147.8% | -57.5% |
| 1Y | -44.7% | +94.2% | -138.9% | -51.4% |
| All | +17.4% | +111.6% | -94.2% | +4.8% |
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