+27.4%
MKC vs EVRG
+113.9%
-86.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | -1.5% | +0.1% | -1.6% | -1.5% |
| 30D | -3.1% | -1.2% | -1.9% | -2.6% |
| 3M | +5.2% | -0.6% | +5.8% | +5.4% |
| 6M | -12.8% | +2.4% | -15.3% | -14.0% |
| YTD | -23.3% | +15.5% | -38.7% | -28.3% |
| 1Y | -24.1% | +16.8% | -40.9% | -29.6% |
| 3Y | -32.1% | +75.0% | -107.1% | -47.9% |
| 5Y | -32.8% | +49.3% | -82.1% | -45.0% |
| All | +27.4% | +113.9% | -86.5% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 EVRG 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