+24.0%
EIX vs EVRG
+44.9%
-20.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -1.9% | -2.2% |
| 7D | +4.1% | +0.6% | +3.5% | +3.7% |
| 30D | -15.3% | -0.2% | -15.1% | -15.1% |
| 3M | -18.4% | -0.5% | -18.0% | -18.1% |
| 6M | -16.8% | +0.2% | -17.0% | -16.9% |
| YTD | -0.6% | +14.9% | -15.4% | -10.4% |
| 1Y | +10.7% | +18.2% | -7.6% | -2.7% |
| 3Y | -4.5% | +70.2% | -74.7% | -37.6% |
| 5Y | +24.0% | +45.3% | -21.3% | -9.6% |
| All | +24.0% | +44.9% | -20.9% | -9.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling