+655.3%
KGC vs EVRG
+113.2%
+542.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.2% | -4.5% | -4.4% |
| 7D | -8.4% | -0.7% | -7.7% | -8.2% |
| 30D | +6.3% | 0.0% | +6.3% | +6.2% |
| 3M | +22.4% | -1.0% | +23.4% | +22.6% |
| 6M | -11.4% | +1.0% | -12.4% | -11.9% |
| YTD | +3.1% | +15.1% | -11.9% | -1.7% |
| 1Y | +26.6% | +17.6% | +9.0% | +20.0% |
| 3Y | +525.6% | +70.5% | +455.1% | +429.3% |
| 5Y | +451.7% | +48.9% | +402.8% | +383.0% |
| All | +655.3% | +113.2% | +542.1% | +468.7% |
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