+280.1%
KEEL vs EVRG
+66.4%
+213.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.2% | -7.4% | -7.3% |
| 7D | +2.7% | -0.7% | +3.4% | +2.8% |
| 30D | +4.6% | 0.0% | +4.5% | +4.6% |
| 3M | -34.5% | -1.0% | -33.5% | -34.5% |
| 6M | +59.3% | +1.0% | +58.3% | +58.3% |
| YTD | +46.4% | +15.1% | +31.3% | +41.4% |
| 1Y | +96.6% | +17.6% | +79.0% | +89.9% |
| 3Y | +182.0% | +70.5% | +111.5% | +154.6% |
| 5Y | -38.2% | +48.9% | -87.1% | -43.2% |
| All | +280.1% | +66.4% | +213.7% | +350.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling