+179.8%
KDP vs EVRG
+111.7%
+68.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.1% |
| 7D | -1.6% | +0.6% | -2.1% | -1.7% |
| 30D | +9.5% | -0.2% | +9.7% | +9.5% |
| 3M | +2.6% | -0.5% | +3.1% | +2.8% |
| 6M | +15.6% | +0.2% | +15.4% | +15.5% |
| YTD | +17.3% | +14.9% | +2.4% | +12.4% |
| 1Y | +20.1% | +18.2% | +1.9% | +14.0% |
| 3Y | +4.9% | +70.2% | -65.3% | -11.0% |
| 5Y | +5.0% | +45.3% | -40.3% | -7.3% |
| 10Y | +179.8% | +112.4% | +67.4% | +133.9% |
| All | +179.8% | +111.7% | +68.1% | +133.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 EVRG 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