-27.2%
KWEB vs EQNR
+85.2%
-112.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.3% | +3.3% | +1.9% |
| 7D | -1.0% | +1.7% | -2.7% | -0.9% |
| 30D | -8.7% | +11.5% | -20.2% | -8.0% |
| 3M | -4.0% | +12.9% | -16.9% | -3.1% |
| 6M | -13.1% | +36.0% | -49.1% | -15.1% |
| YTD | -23.5% | +84.1% | -107.6% | -29.1% |
| 1Y | -27.2% | +83.8% | -110.9% | -32.0% |
| All | -27.2% | +85.2% | -112.4% | -32.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling