+101.1%
AKAM vs EVRG
+113.9%
-12.8%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | +1.5% | +0.1% | +1.4% | +1.4% |
| 30D | -13.0% | -1.2% | -11.8% | -12.8% |
| 3M | -19.4% | -0.6% | -18.8% | -19.4% |
| 6M | +0.3% | +2.4% | -2.1% | -0.8% |
| YTD | +22.4% | +15.5% | +6.9% | +17.1% |
| 1Y | +34.8% | +16.8% | +18.0% | +28.5% |
| 3Y | +1.9% | +75.0% | -73.1% | -14.0% |
| 5Y | -4.6% | +49.3% | -53.9% | -16.3% |
| All | +101.1% | +113.9% | -12.8% | +62.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling