+357.0%
KGC vs EVRG
+2,068.9%
-1,711.9%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.2% |
| 7D | -1.3% | +1.1% | -2.4% | -1.5% |
| 30D | +20.3% | -1.0% | +21.3% | +20.5% |
| 3M | +8.1% | +0.4% | +7.7% | +7.8% |
| 6M | -8.8% | -0.8% | -7.9% | -8.7% |
| YTD | +10.1% | +15.3% | -5.3% | +6.7% |
| 1Y | +44.2% | +17.9% | +26.3% | +39.2% |
| 3Y | +533.0% | +71.9% | +461.1% | +465.9% |
| 5Y | +443.0% | +45.3% | +397.7% | +400.6% |
| 10Y | +678.6% | +113.1% | +565.5% | +556.2% |
| All | +357.0% | +2,068.9% | -1,711.9% | +204.4% |
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