-43.1%
KHC vs EVRG
+245.0%
-288.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | -1.8% | +1.1% | -2.9% | -2.3% |
| 30D | -1.9% | -1.0% | -0.9% | -1.5% |
| 3M | +14.4% | +0.4% | +14.0% | +14.1% |
| 6M | +8.7% | -0.8% | +9.6% | +8.9% |
| YTD | +7.8% | +15.3% | -7.6% | +0.6% |
| 1Y | -1.5% | +17.9% | -19.4% | -9.2% |
| 3Y | -9.9% | +71.9% | -81.8% | -31.0% |
| 5Y | -10.7% | +45.3% | -56.0% | -26.8% |
| 10Y | -55.7% | +113.1% | -168.8% | -70.3% |
| All | -43.1% | +245.0% | -288.1% | -70.8% |
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