+136.8%
ARMK vs EVRG
+113.2%
+23.6%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.4% | -0.3% |
| 7D | -0.9% | -0.7% | -0.2% | -0.6% |
| 30D | -5.9% | 0.0% | -6.0% | -6.0% |
| 3M | +6.7% | -1.0% | +7.7% | +7.0% |
| 6M | +42.5% | +1.0% | +41.6% | +41.4% |
| YTD | +55.1% | +15.1% | +40.0% | +44.7% |
| 1Y | +50.3% | +17.6% | +32.7% | +38.5% |
| 3Y | +122.2% | +70.5% | +51.7% | +70.6% |
| 5Y | +155.2% | +48.9% | +106.3% | +106.9% |
| All | +136.8% | +113.2% | +23.6% | +78.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling