+1,862.7%
KMB vs EVRG
+2,261.5%
-398.8%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.6% | +1.5% | +1.9% |
| 7D | +0.9% | +1.4% | -0.5% | +0.6% |
| 30D | +10.1% | +7.4% | +2.7% | +8.1% |
| 3M | 0.0% | +7.2% | -7.2% | -1.8% |
| 6M | +15.7% | +9.5% | +6.2% | +13.0% |
| YTD | +12.6% | +25.6% | -12.9% | +6.1% |
| 1Y | +10.1% | +20.4% | -10.2% | +4.8% |
| 3Y | +2.1% | +108.8% | -106.7% | -15.9% |
| 5Y | -0.7% | +68.0% | -68.6% | -14.1% |
| 10Y | +38.5% | +124.6% | -86.1% | +9.5% |
| All | +1,862.7% | +2,261.5% | -398.8% | +836.6% |
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