+111.3%
EVRG vs KIM
+32.5%
+78.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | +0.1% | -1.7% | +1.8% | +0.6% |
| 30D | -1.2% | -3.0% | +1.7% | -0.4% |
| 3M | -0.6% | -8.9% | +8.3% | +2.1% |
| 6M | +2.4% | +2.4% | +0.1% | +1.7% |
| YTD | +15.5% | +18.3% | -2.9% | +9.8% |
| 1Y | +16.8% | +8.2% | +8.6% | +14.0% |
| 3Y | +75.0% | +44.0% | +31.0% | +55.7% |
| 5Y | +49.3% | +37.3% | +12.0% | +32.9% |
| All | +111.3% | +32.5% | +78.8% | +64.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 KIM 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