+137.3%
UMC vs EVRG
-0.1%
+137.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.2% | +5.2% | +3.1% |
| 7D | +13.6% | +0.6% | +13.1% | +14.1% |
| 30D | +20.8% | -0.2% | +21.0% | +20.6% |
| 3M | +16.1% | -0.5% | +16.6% | +15.1% |
| 6M | +137.3% | +0.2% | +137.1% | +141.6% |
| All | +137.3% | -0.1% | +137.4% | +141.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling