+66.8%
EVRG vs ALM
+456.2%
-389.4%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.4% | -0.1% |
| 7D | +2.5% | -7.2% | +9.6% | +2.6% |
| 30D | +8.4% | -26.4% | +34.7% | +8.9% |
| 3M | +8.6% | -38.6% | +47.2% | +9.3% |
| 6M | +7.7% | -61.0% | +68.7% | +9.0% |
| YTD | +25.0% | -7.4% | +32.3% | +23.8% |
| 1Y | +18.7% | +14.0% | +4.8% | +17.0% |
| 3Y | +102.1% | +844.4% | -742.4% | +86.0% |
| 5Y | +66.8% | +410.8% | -344.0% | +57.0% |
| All | +66.8% | +456.2% | -389.4% | +57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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