+90.1%
KEYS vs EVRG
+48.0%
+42.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.3% | +3.7% | +3.9% |
| 7D | +3.5% | +0.1% | +3.4% | +3.5% |
| 30D | -4.5% | -1.2% | -3.3% | -4.2% |
| 3M | -0.4% | -0.6% | +0.2% | -0.6% |
| 6M | +19.1% | +2.4% | +16.7% | +17.9% |
| YTD | +66.7% | +15.5% | +51.2% | +59.3% |
| 1Y | +96.5% | +16.8% | +79.6% | +86.8% |
| 3Y | +155.2% | +75.0% | +80.2% | +110.8% |
| All | +90.1% | +48.0% | +42.1% | +63.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling