-27.1%
RKT vs EVRG
+96.2%
-123.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | -6.3% | +0.1% | -6.4% | -6.3% |
| 30D | -6.2% | -1.2% | -5.0% | -5.6% |
| 3M | -1.9% | -0.6% | -1.2% | -1.8% |
| 6M | -13.0% | +2.4% | -15.4% | -14.4% |
| YTD | -31.9% | +15.5% | -47.4% | -37.2% |
| 1Y | -37.6% | +16.8% | -54.4% | -42.8% |
| 3Y | +36.8% | +75.0% | -38.2% | +1.7% |
| 5Y | -9.7% | +49.3% | -59.1% | -29.8% |
| All | -27.1% | +96.2% | -123.3% | -44.8% |
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 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