+152.5%
KRE vs EVRG
+765.5%
-613.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.1% | -1.9% |
| 7D | +2.3% | +0.9% | +1.4% | +1.7% |
| 30D | -2.5% | -0.5% | -1.9% | -2.3% |
| 3M | +6.2% | +1.5% | +4.7% | +4.9% |
| 6M | +15.8% | +1.2% | +14.7% | +14.3% |
| YTD | +16.0% | +16.3% | -0.3% | +3.8% |
| 1Y | +16.2% | +20.3% | -4.1% | +1.3% |
| 3Y | +86.4% | +72.3% | +14.1% | +24.9% |
| 5Y | +33.0% | +46.7% | -13.7% | -2.9% |
| 10Y | +123.0% | +113.8% | +9.2% | +12.6% |
| All | +152.5% | +765.5% | -613.0% | -65.4% |
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