+169.3%
KEY vs EVRG
+111.7%
+57.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +1.0% | +0.4% |
| 7D | -0.3% | +0.6% | -0.9% | -0.6% |
| 30D | -3.3% | -0.2% | -3.0% | -3.2% |
| 3M | -0.7% | -0.5% | -0.3% | -0.7% |
| 6M | +12.5% | +0.2% | +12.3% | +11.9% |
| YTD | +8.4% | +14.9% | -6.5% | -0.4% |
| 1Y | +18.4% | +18.2% | +0.2% | +6.7% |
| 3Y | +123.3% | +70.2% | +53.2% | +61.2% |
| 5Y | +38.8% | +45.3% | -6.5% | +7.9% |
| 10Y | +169.3% | +112.4% | +56.9% | +90.8% |
| All | +169.3% | +111.7% | +57.6% | +90.8% |
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