+13.8%
KMB vs EVRG
+113.2%
-99.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -7.7% | -0.7% | -7.0% | -7.4% |
| 30D | -8.2% | 0.0% | -8.2% | -8.3% |
| 3M | -1.9% | -1.0% | -0.9% | -1.5% |
| 6M | -0.7% | +1.0% | -1.6% | -1.1% |
| YTD | +1.4% | +15.1% | -13.7% | -4.0% |
| 1Y | -19.1% | +17.6% | -36.7% | -24.1% |
| 3Y | -12.6% | +70.5% | -83.1% | -28.9% |
| 5Y | -12.7% | +48.9% | -61.5% | -26.1% |
| All | +13.8% | +113.2% | -99.4% | -18.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling