+274.4%
KLAC vs EVRG
+72.5%
+201.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.6% | +2.0% |
| 7D | -2.7% | +0.1% | -2.8% | -2.7% |
| 30D | -13.2% | -1.2% | -11.9% | -13.4% |
| 3M | -25.0% | -0.6% | -24.4% | -25.1% |
| 6M | +23.6% | +2.4% | +21.2% | +24.4% |
| YTD | +49.2% | +15.5% | +33.8% | +52.8% |
| 1Y | +89.3% | +16.8% | +72.5% | +94.5% |
| 3Y | +274.4% | +75.0% | +199.4% | +314.7% |
| All | +274.4% | +72.5% | +201.8% | +314.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling