+521.9%
BKR vs EVRG
+2,064.1%
-1,542.2%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.2% | -6.8% | -6.7% |
| 7D | -6.7% | -0.7% | -6.0% | -6.4% |
| 30D | -8.3% | 0.0% | -8.4% | -8.4% |
| 3M | -5.4% | -1.0% | -4.4% | -5.3% |
| 6M | +0.8% | +1.0% | -0.2% | -0.2% |
| YTD | +31.8% | +15.1% | +16.8% | +23.6% |
| 1Y | +28.6% | +17.6% | +11.0% | +19.3% |
| 3Y | +71.2% | +70.5% | +0.8% | +35.2% |
| 5Y | +179.2% | +48.9% | +130.4% | +130.7% |
| 10Y | +124.0% | +112.8% | +11.2% | +55.8% |
| All | +521.9% | +2,064.1% | -1,542.2% | +123.2% |
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