+228.4%
UNH vs EVRG
+113.9%
+114.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.7% | -2.5% |
| 7D | -4.5% | +0.1% | -4.6% | -4.6% |
| 30D | -6.5% | -1.2% | -5.3% | -6.1% |
| 3M | -6.0% | -0.6% | -5.4% | -5.9% |
| 6M | +33.7% | +2.4% | +31.2% | +31.9% |
| YTD | +16.4% | +15.5% | +0.9% | +8.9% |
| 1Y | +10.1% | +16.8% | -6.8% | +2.4% |
| 3Y | -16.3% | +75.0% | -91.3% | -36.0% |
| 5Y | +2.1% | +49.3% | -47.2% | -17.0% |
| All | +228.4% | +113.9% | +114.4% | +126.8% |
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