-1.9%
KWEB vs EVRG
+72.5%
-74.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.3% | +0.6% |
| 7D | -5.6% | +0.1% | -5.7% | -5.6% |
| 30D | -10.7% | -1.2% | -9.5% | -10.6% |
| 3M | -7.4% | -0.6% | -6.8% | -7.6% |
| 6M | -19.3% | +2.4% | -21.8% | -19.9% |
| YTD | -27.8% | +15.5% | -43.2% | -29.8% |
| 1Y | -35.9% | +16.8% | -52.8% | -38.0% |
| 3Y | -1.9% | +75.0% | -76.9% | -14.4% |
| All | -1.9% | +72.5% | -74.4% | -14.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling