+40.3%
RUN vs EVRG
+113.9%
-73.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -1.0% |
| 7D | -3.7% | +0.1% | -3.8% | -3.7% |
| 30D | -13.0% | -1.2% | -11.8% | -12.4% |
| 3M | -31.8% | -0.6% | -31.2% | -31.8% |
| 6M | -32.2% | +2.4% | -34.7% | -33.5% |
| YTD | -53.5% | +15.5% | -68.9% | -57.8% |
| 1Y | -46.5% | +16.8% | -63.4% | -51.9% |
| 3Y | -37.6% | +75.0% | -112.6% | -56.3% |
| 5Y | -80.9% | +49.3% | -130.2% | -85.3% |
| All | +40.3% | +113.9% | -73.6% | -8.8% |
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