-18.3%
KGC vs EVRG
+19.2%
-37.5%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.3% | +0.1% |
| 7D | -6.7% | +1.4% | -8.1% | -7.0% |
| 30D | -6.7% | +7.4% | -14.0% | -8.6% |
| 3M | -22.6% | +7.2% | -29.8% | -24.5% |
| 6M | -33.4% | +9.5% | -42.9% | -35.9% |
| YTD | -26.0% | +25.6% | -51.6% | -32.6% |
| 1Y | -18.3% | +20.3% | -38.6% | -23.5% |
| All | -18.3% | +19.2% | -37.5% | -23.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling