+1,252.4%
EVRG vs BG
+1,185.2%
+67.2%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.4% | -3.5% | +0.1% |
| 7D | +0.9% | +2.4% | -1.5% | +0.5% |
| 30D | -0.5% | +15.0% | -15.6% | -3.0% |
| 3M | +1.5% | -0.7% | +2.2% | +1.4% |
| 6M | +1.2% | +7.5% | -6.3% | -0.6% |
| YTD | +16.3% | +41.6% | -25.3% | +8.9% |
| 1Y | +20.3% | +50.7% | -30.4% | +11.0% |
| 3Y | +72.3% | +20.3% | +52.0% | +63.6% |
| 5Y | +46.7% | +85.2% | -38.5% | +27.0% |
| 10Y | +113.8% | +160.6% | -46.8% | +66.0% |
| All | +1,252.4% | +1,185.2% | +67.2% | +797.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 all: compounded portfolio wealth divided by compounded BG 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…
all analysis · Full analysis span regression · 6 months rolling