+461.7%
KGC vs EVRG
+44.9%
+416.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.9% |
| 7D | -0.1% | +0.6% | -0.7% | -0.4% |
| 30D | +10.5% | -0.2% | +10.7% | +10.4% |
| 3M | +19.8% | -0.5% | +20.2% | +19.6% |
| 6M | -6.7% | +0.2% | -6.9% | -7.3% |
| YTD | +7.8% | +14.9% | -7.1% | -1.2% |
| 1Y | +35.7% | +18.2% | +17.5% | +22.4% |
| 3Y | +553.7% | +70.2% | +483.5% | +374.6% |
| 5Y | +461.7% | +45.3% | +416.3% | +336.2% |
| All | +461.7% | +44.9% | +416.8% | +336.2% |
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