-27.2%
KWEB vs EVRG
+17.4%
-44.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +1.9% |
| 7D | -1.0% | +1.1% | -2.1% | -0.9% |
| 30D | -8.7% | -1.0% | -7.7% | -8.8% |
| 3M | -4.0% | +0.4% | -4.4% | -4.5% |
| 6M | -13.1% | -0.8% | -12.3% | -13.7% |
| YTD | -23.5% | +15.3% | -38.8% | -23.9% |
| 1Y | -27.2% | +17.9% | -45.0% | -26.0% |
| All | -27.2% | +17.4% | -44.6% | -26.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling