+81.6%
KO vs EVRG
+47.5%
+34.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | -1.1% | -0.7% | -0.4% | -0.8% |
| 30D | +1.6% | 0.0% | +1.5% | +1.5% |
| 3M | +5.8% | -1.0% | +6.7% | +6.1% |
| 6M | +14.3% | +1.0% | +13.3% | +13.6% |
| YTD | +27.3% | +15.1% | +12.2% | +19.7% |
| 1Y | +33.2% | +17.6% | +15.6% | +23.9% |
| 3Y | +64.5% | +70.5% | -6.0% | +30.9% |
| All | +81.6% | +47.5% | +34.1% | +51.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling