+3,381.6%
MKC vs EVRG
+2,087.5%
+1,294.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.6% |
| 7D | -4.3% | +0.9% | -5.2% | -4.6% |
| 30D | -2.0% | -0.5% | -1.5% | -1.9% |
| 3M | +10.0% | +1.5% | +8.5% | +9.5% |
| 6M | -18.5% | +1.2% | -19.7% | -18.9% |
| YTD | -22.4% | +16.3% | -38.8% | -26.1% |
| 1Y | -23.6% | +20.3% | -43.9% | -28.0% |
| 3Y | -30.4% | +72.3% | -102.8% | -41.5% |
| 5Y | -34.2% | +46.7% | -80.9% | -42.1% |
| 10Y | +26.8% | +113.8% | -87.0% | -1.7% |
| All | +3,381.6% | +2,087.5% | +1,294.1% | +1,334.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling