+196.8%
DKS vs EVRG
+113.9%
+82.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.3% |
| 7D | -3.0% | +0.1% | -3.1% | -3.0% |
| 30D | -33.4% | -1.2% | -32.1% | -33.1% |
| 3M | -39.4% | -0.6% | -38.8% | -39.3% |
| 6M | -30.1% | +2.4% | -32.5% | -30.9% |
| YTD | -31.0% | +15.5% | -46.4% | -34.9% |
| 1Y | -40.2% | +16.8% | -57.0% | -44.0% |
| 3Y | +30.9% | +75.0% | -44.1% | +2.7% |
| 5Y | +14.0% | +49.3% | -35.3% | -5.7% |
| All | +196.8% | +113.9% | +82.9% | +118.0% |
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