+105.3%
KEY vs EVRG
+123.0%
-17.7%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.6% |
| 7D | +0.5% | +3.5% | -3.0% | -1.4% |
| 30D | +6.9% | +9.2% | -2.4% | +1.8% |
| 3M | -5.0% | +8.6% | -13.6% | -9.3% |
| 6M | +0.7% | +10.0% | -9.2% | -4.7% |
| YTD | +6.5% | +25.1% | -18.6% | -6.7% |
| 1Y | +22.6% | +19.5% | +3.1% | +10.0% |
| 3Y | +125.3% | +102.3% | +23.0% | +47.6% |
| 5Y | +13.9% | +66.8% | -52.9% | -18.1% |
| 10Y | +105.3% | +125.0% | -19.7% | +44.3% |
| All | +105.3% | +123.0% | -17.7% | +44.3% |
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 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