+93.0%
KEY vs EVRG
+123.3%
-30.3%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | +1.8% | +1.0% | +0.8% | +1.2% |
| 30D | +7.1% | +7.5% | -0.3% | +3.0% |
| 3M | -5.9% | +6.8% | -12.7% | -9.4% |
| 6M | +2.2% | +7.7% | -5.5% | -2.2% |
| YTD | +6.4% | +24.9% | -18.4% | -6.7% |
| 1Y | +24.8% | +18.1% | +6.6% | +12.7% |
| 3Y | +125.2% | +101.9% | +23.3% | +47.7% |
| 5Y | +13.0% | +67.0% | -54.0% | -18.8% |
| All | +93.0% | +123.3% | -30.3% | +35.7% |
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