+112.4%
EVRG vs URA
+369.2%
-256.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -1.1% |
| 7D | +0.6% | +5.7% | -5.2% | +0.1% |
| 30D | -0.2% | +5.6% | -5.8% | -0.8% |
| 3M | -0.5% | +6.2% | -6.7% | -1.2% |
| 6M | +0.2% | -8.2% | +8.4% | +0.4% |
| YTD | +14.9% | +9.7% | +5.2% | +12.6% |
| 1Y | +18.2% | +17.0% | +1.2% | +14.4% |
| 3Y | +70.2% | +118.5% | -48.3% | +50.2% |
| 5Y | +45.3% | +134.3% | -89.0% | +23.7% |
| 10Y | +112.4% | +377.5% | -265.1% | +42.6% |
| All | +112.4% | +369.2% | -256.8% | +42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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