+294.5%
KEEL vs EVRG
+67.0%
+227.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.3% | +3.5% | +3.7% |
| 7D | +2.9% | +0.1% | +2.8% | +2.9% |
| 30D | +0.8% | -1.2% | +2.1% | +1.1% |
| 3M | -35.3% | -0.6% | -34.7% | -35.4% |
| 6M | +59.4% | +2.4% | +56.9% | +58.0% |
| YTD | +51.9% | +15.5% | +36.5% | +46.7% |
| 1Y | +75.0% | +16.8% | +58.2% | +69.2% |
| 3Y | +224.5% | +75.0% | +149.5% | +191.8% |
| 5Y | -35.9% | +49.3% | -85.2% | -41.1% |
| All | +294.5% | +67.0% | +227.5% | +366.7% |
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