+111.3%
EVRG vs BR
+189.7%
-78.4%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +0.1% | -3.0% | +3.1% | +1.1% |
| 30D | -1.2% | -0.3% | -0.9% | -1.3% |
| 3M | -0.6% | +17.3% | -17.9% | -6.3% |
| 6M | +2.4% | -6.7% | +9.1% | +3.9% |
| YTD | +15.5% | -23.4% | +38.9% | +25.2% |
| 1Y | +16.8% | -32.7% | +49.5% | +32.8% |
| 3Y | +75.0% | -5.9% | +80.9% | +72.9% |
| 5Y | +49.3% | +8.4% | +40.9% | +36.9% |
| All | +111.3% | +189.7% | -78.4% | +42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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