-24.0%
NKE vs EVRG
+113.9%
-137.9%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | -4.2% | +0.1% | -4.3% | -4.2% |
| 30D | -8.2% | -1.2% | -7.0% | -7.8% |
| 3M | -19.1% | -0.6% | -18.5% | -19.1% |
| 6M | -32.6% | +2.4% | -35.1% | -33.6% |
| YTD | -40.7% | +15.5% | -56.2% | -44.3% |
| 1Y | -48.9% | +16.8% | -65.7% | -52.3% |
| 3Y | -59.2% | +75.0% | -134.2% | -68.0% |
| 5Y | -75.3% | +49.3% | -124.7% | -79.5% |
| All | -24.0% | +113.9% | -137.9% | -44.6% |
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