+15.6%
XYL vs EVRG
+71.7%
-56.1%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.2% | -0.8% |
| 7D | +0.8% | +0.6% | +0.3% | +0.7% |
| 30D | -10.8% | -0.2% | -10.6% | -10.8% |
| 3M | -2.5% | -0.5% | -2.1% | -2.4% |
| 6M | -12.2% | +0.2% | -12.4% | -12.2% |
| YTD | -20.1% | +14.9% | -35.0% | -22.8% |
| 1Y | -20.6% | +18.2% | -38.9% | -24.0% |
| All | +15.6% | +71.7% | -56.1% | -0.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling