+65.1%
EVRG vs ALK
-31.3%
+96.5%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.0% | +0.7% |
| 7D | +1.4% | -1.2% | +2.6% | +1.5% |
| 30D | +7.4% | +7.7% | -0.3% | +6.6% |
| 3M | +7.2% | -19.0% | +26.2% | +8.8% |
| 6M | +9.5% | -0.2% | +9.7% | +8.8% |
| YTD | +25.6% | -23.5% | +49.1% | +27.0% |
| 1Y | +20.4% | -9.1% | +29.5% | +19.5% |
| 3Y | +108.8% | +12.0% | +96.8% | +94.2% |
| All | +65.1% | -31.3% | +96.5% | +62.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling