+49.6%
EVRG vs SHAK
-22.8%
+72.4%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.2% | -2.8% | +0.2% |
| 7D | +0.1% | -8.3% | +8.4% | +0.4% |
| 30D | -1.2% | -12.6% | +11.4% | -0.8% |
| 3M | -0.6% | +9.1% | -9.7% | -1.1% |
| 6M | +2.4% | -31.2% | +33.7% | +3.4% |
| YTD | +15.5% | -21.6% | +37.0% | +15.6% |
| 1Y | +16.8% | -38.8% | +55.6% | +18.4% |
| 3Y | +75.0% | +0.6% | +74.4% | +68.6% |
| All | +49.6% | -22.8% | +72.4% | +40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 5y: compounded portfolio wealth divided by compounded SHAK 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…
5y analysis · Full analysis span regression · 6 months rolling