+122.8%
EVRG vs RRC
+71.8%
+50.9%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | 0.0% |
| 7D | +1.0% | +2.5% | -1.5% | +0.8% |
| 30D | +7.5% | +21.1% | -13.7% | +6.3% |
| 3M | +6.8% | +28.4% | -21.6% | +5.3% |
| 6M | +7.7% | +26.5% | -18.7% | +6.2% |
| YTD | +24.9% | +47.0% | -22.2% | +21.9% |
| 1Y | +18.1% | +35.2% | -17.1% | +15.8% |
| 3Y | +101.9% | +61.0% | +40.9% | +95.1% |
| 5Y | +67.0% | +133.6% | -66.6% | +57.0% |
| All | +122.8% | +71.8% | +50.9% | +78.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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