-33.2%
KWEB vs EQNR
+84.5%
-117.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.3% |
| 7D | +9.4% | -13.9% | +23.3% | +7.4% |
| 30D | +2.3% | +0.9% | +1.3% | +2.3% |
| 3M | -12.3% | +7.4% | -19.8% | -11.7% |
| 6M | -16.4% | +12.6% | -29.0% | -15.3% |
| YTD | -26.9% | +83.7% | -110.6% | -30.6% |
| 1Y | -33.2% | +83.3% | -116.5% | -36.5% |
| All | -33.2% | +84.5% | -117.7% | -36.5% |
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