+113.8%
EVRG vs ALK
-38.6%
+152.4%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.1% | +4.0% | +1.3% |
| 7D | +0.9% | +0.1% | +0.8% | +0.8% |
| 30D | -0.5% | -18.5% | +17.9% | +2.3% |
| 3M | +1.5% | -3.6% | +5.1% | +1.4% |
| 6M | +1.2% | -3.7% | +4.8% | +0.5% |
| YTD | +16.3% | -19.0% | +35.3% | +18.0% |
| 1Y | +20.3% | -36.0% | +56.3% | +26.1% |
| 3Y | +72.3% | +2.3% | +70.0% | +60.8% |
| 5Y | +46.7% | -27.8% | +74.4% | +42.7% |
| 10Y | +113.8% | -39.0% | +152.8% | +83.1% |
| All | +113.8% | -38.6% | +152.4% | +83.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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