+52.0%
KR vs EVRG
+48.0%
+4.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.3% | +2.4% | +2.6% |
| 7D | -0.2% | +0.1% | -0.3% | -0.2% |
| 30D | +5.1% | -1.2% | +6.3% | +5.5% |
| 3M | -8.2% | -0.6% | -7.5% | -8.0% |
| 6M | -18.0% | +2.4% | -20.4% | -18.8% |
| YTD | -4.8% | +15.5% | -20.2% | -9.9% |
| 1Y | -11.0% | +16.8% | -27.9% | -16.3% |
| 3Y | +37.7% | +75.0% | -37.3% | +10.7% |
| All | +52.0% | +48.0% | +4.0% | +30.1% |
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