-56.0%
KHC vs EVRG
+113.2%
-169.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.0% |
| 7D | -2.5% | -0.7% | -1.8% | -2.2% |
| 30D | +0.5% | 0.0% | +0.5% | +0.4% |
| 3M | +3.0% | -1.0% | +4.0% | +3.4% |
| 6M | +6.6% | +1.0% | +5.7% | +5.9% |
| YTD | +5.8% | +15.1% | -9.3% | -1.4% |
| 1Y | -2.2% | +17.6% | -19.8% | -9.9% |
| 3Y | -12.5% | +70.5% | -83.0% | -33.3% |
| 5Y | -13.6% | +48.9% | -62.5% | -30.4% |
| All | -56.0% | +113.2% | -169.3% | -70.9% |
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