+1,071.7%
KEYS vs EVRG
+251.8%
+820.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.3% |
| 7D | +2.9% | +0.6% | +2.4% | +2.8% |
| 30D | -1.3% | -0.2% | -1.1% | -1.3% |
| 3M | -0.1% | -0.5% | +0.3% | -0.3% |
| 6M | +17.4% | +0.2% | +17.2% | +16.9% |
| YTD | +62.9% | +14.9% | +48.0% | +55.4% |
| 1Y | +95.7% | +18.2% | +77.5% | +84.7% |
| 3Y | +150.2% | +70.2% | +80.0% | +107.8% |
| 5Y | +83.1% | +45.3% | +37.7% | +59.1% |
| 10Y | +1,020.9% | +112.4% | +908.5% | +761.2% |
| All | +1,071.7% | +251.8% | +820.0% | +698.8% |
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 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