-35.9%
KWEB vs EQNR
+93.1%
-129.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.3% | +0.6% |
| 7D | -5.6% | +6.4% | -12.0% | -5.1% |
| 30D | -10.7% | +10.4% | -21.0% | -10.1% |
| 3M | -7.4% | +23.1% | -30.5% | -6.1% |
| 6M | -19.3% | +36.3% | -55.6% | -20.5% |
| YTD | -27.8% | +96.0% | -123.7% | -34.0% |
| 1Y | -35.9% | +94.2% | -130.2% | -41.3% |
| All | -35.9% | +93.1% | -129.0% | -41.3% |
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