+65.1%
EVRG vs TXT
+8.5%
+56.6%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.7% |
| 7D | +1.4% | +0.1% | +1.3% | +1.4% |
| 30D | +7.4% | +13.3% | -6.0% | +4.7% |
| 3M | +7.2% | -5.0% | +12.2% | +8.0% |
| 6M | +9.5% | -8.4% | +17.9% | +10.9% |
| YTD | +25.6% | -4.0% | +29.6% | +25.6% |
| 1Y | +20.4% | +2.8% | +17.6% | +18.7% |
| 3Y | +108.8% | +10.3% | +98.5% | +99.0% |
| All | +65.1% | +8.5% | +56.6% | +54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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