+19.6%
KWEB vs EVRG
+289.3%
-269.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.5% | -1.4% |
| 7D | -4.3% | -0.7% | -3.6% | -4.2% |
| 30D | -13.0% | 0.0% | -13.0% | -13.0% |
| 3M | -7.6% | -1.0% | -6.6% | -7.6% |
| 6M | -21.1% | +1.0% | -22.1% | -21.4% |
| YTD | -28.2% | +15.1% | -43.3% | -29.6% |
| 1Y | -34.9% | +17.6% | -52.4% | -36.4% |
| 3Y | -0.8% | +70.5% | -71.2% | -7.8% |
| 5Y | -43.6% | +48.9% | -92.4% | -47.0% |
| 10Y | -21.7% | +112.8% | -134.5% | -31.7% |
| All | +19.6% | +289.3% | -269.7% | -10.1% |
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 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