+111.3%
EVRG vs DTE
+137.8%
-26.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +1.3% |
| 7D | +0.1% | -2.6% | +2.7% | +2.0% |
| 30D | -1.2% | -4.4% | +3.2% | +2.1% |
| 3M | -0.6% | -8.3% | +7.7% | +5.9% |
| 6M | +2.4% | -8.1% | +10.5% | +8.9% |
| YTD | +15.5% | +4.4% | +11.0% | +11.7% |
| 1Y | +16.8% | +0.2% | +16.7% | +16.4% |
| 3Y | +75.0% | +42.6% | +32.4% | +33.5% |
| 5Y | +49.3% | +31.5% | +17.9% | +21.3% |
| All | +111.3% | +137.8% | -26.6% | +25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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