+988.8%
EVRG vs KMX
+475.4%
+513.5%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.6% |
| 7D | +1.1% | +1.9% | -0.8% | +0.9% |
| 30D | -1.0% | +11.7% | -12.7% | -2.2% |
| 3M | +0.4% | +34.9% | -34.5% | -3.0% |
| 6M | -0.8% | +50.3% | -51.1% | -5.7% |
| YTD | +15.3% | +63.8% | -48.5% | +8.3% |
| 1Y | +17.9% | +3.8% | +14.0% | +15.4% |
| 3Y | +71.9% | -24.3% | +96.2% | +71.8% |
| 5Y | +45.3% | -50.2% | +95.5% | +48.7% |
| 10Y | +113.1% | +5.4% | +107.7% | +97.0% |
| All | +988.8% | +475.4% | +513.5% | +732.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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