+5.3%
KDP vs EVRG
+48.0%
-42.7%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.7% |
| 7D | +1.3% | +1.1% | +0.2% | +0.8% |
| 30D | +6.0% | -1.0% | +7.0% | +6.4% |
| 3M | +9.2% | +0.4% | +8.8% | +9.0% |
| 6M | +14.7% | -0.8% | +15.5% | +15.0% |
| YTD | +19.2% | +15.3% | +3.9% | +12.5% |
| 1Y | +15.2% | +17.9% | -2.7% | +7.6% |
| 3Y | +6.0% | +71.9% | -66.0% | -15.0% |
| All | +5.3% | +48.0% | -42.7% | -11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling