+20.4%
KWEB vs EQNR
+328.9%
-308.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.3% | +0.8% |
| 7D | -5.6% | +6.4% | -12.0% | -7.2% |
| 30D | -10.7% | +10.4% | -21.0% | -13.2% |
| 3M | -7.4% | +23.1% | -30.5% | -13.2% |
| 6M | -19.3% | +36.3% | -55.6% | -27.7% |
| YTD | -27.8% | +96.0% | -123.7% | -42.2% |
| 1Y | -35.9% | +94.2% | -130.2% | -48.8% |
| 3Y | -1.9% | +75.3% | -77.2% | -20.6% |
| 5Y | -43.2% | +187.2% | -230.4% | -61.6% |
| 10Y | -21.2% | +415.5% | -436.6% | -57.3% |
| All | +20.4% | +328.9% | -308.5% | -35.0% |
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 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