+566.5%
EVRG vs BR
+1,286.0%
-719.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.5% | +3.3% | +1.7% |
| 7D | +0.9% | -5.9% | +6.8% | +2.9% |
| 30D | -0.5% | +1.9% | -2.4% | -1.4% |
| 3M | +1.5% | +14.7% | -13.1% | -3.6% |
| 6M | +1.2% | -12.8% | +13.9% | +4.8% |
| YTD | +16.3% | -23.0% | +39.4% | +25.3% |
| 1Y | +20.3% | -31.7% | +51.9% | +34.9% |
| 3Y | +72.3% | -4.8% | +77.1% | +70.0% |
| 5Y | +46.7% | +7.8% | +38.9% | +36.2% |
| 10Y | +113.8% | +184.1% | -70.3% | +37.3% |
| All | +566.5% | +1,286.0% | -719.5% | +123.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling