+112.4%
EVRG vs COO
+36.7%
+75.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.2% | +5.0% | +0.5% |
| 7D | +0.6% | -9.0% | +9.5% | +3.1% |
| 30D | -0.2% | -16.8% | +16.6% | +4.8% |
| 3M | -0.5% | -7.5% | +7.0% | +1.4% |
| 6M | +0.2% | -16.3% | +16.5% | +4.6% |
| YTD | +14.9% | -22.5% | +37.4% | +22.4% |
| 1Y | +18.2% | -7.0% | +25.2% | +18.9% |
| 3Y | +70.2% | -27.5% | +97.6% | +79.1% |
| 5Y | +45.3% | -43.3% | +88.7% | +63.4% |
| 10Y | +112.4% | +37.6% | +74.8% | +97.1% |
| All | +112.4% | +36.7% | +75.7% | +97.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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