-50.1%
KVYO vs EQNR
+72.0%
-122.0%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.5% |
| 7D | -12.1% | +6.4% | -18.5% | -13.0% |
| 30D | -5.2% | +10.4% | -15.5% | -6.7% |
| 3M | +14.5% | +23.1% | -8.6% | +9.8% |
| 6M | -17.6% | +36.3% | -53.9% | -21.5% |
| YTD | -49.6% | +96.0% | -145.6% | -55.2% |
| 1Y | -48.6% | +94.2% | -142.8% | -54.2% |
| All | -50.1% | +72.0% | -122.0% | -53.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling