-42.5%
KHC vs EVRG
+275.6%
-318.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.6% | +2.0% | +2.3% |
| 7D | +2.0% | +1.4% | +0.6% | +1.4% |
| 30D | +10.6% | +7.4% | +3.2% | +7.1% |
| 3M | +0.5% | +7.2% | -6.7% | -2.8% |
| 6M | +12.1% | +9.5% | +2.6% | +7.3% |
| YTD | +8.9% | +25.6% | -16.7% | -2.3% |
| 1Y | +7.5% | +20.3% | -12.9% | -1.7% |
| 3Y | -10.7% | +108.8% | -119.5% | -37.5% |
| 5Y | -13.2% | +67.9% | -81.1% | -33.5% |
| 10Y | -50.6% | +124.6% | -175.2% | -67.9% |
| All | -42.5% | +275.6% | -318.1% | -71.6% |
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