+111.9%
KMI vs EVRG
+470.4%
-358.5%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.5% | -1.2% |
| 7D | -1.8% | +0.6% | -2.3% | -2.0% |
| 30D | +0.1% | -0.2% | +0.3% | +0.2% |
| 3M | +1.2% | -0.5% | +1.6% | +1.3% |
| 6M | -3.9% | +0.2% | -4.1% | -4.1% |
| YTD | +17.5% | +14.9% | +2.6% | +10.3% |
| 1Y | +22.6% | +18.2% | +4.4% | +13.6% |
| 3Y | +116.3% | +70.2% | +46.1% | +69.8% |
| 5Y | +157.6% | +45.3% | +112.3% | +114.4% |
| 10Y | +136.6% | +112.4% | +24.2% | +59.4% |
| All | +111.9% | +470.4% | -358.5% | -29.7% |
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 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