+20.0%
YUM vs EVRG
+48.0%
-28.0%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.2% |
| 7D | -6.1% | +0.1% | -6.2% | -6.1% |
| 30D | -5.8% | -1.2% | -4.6% | -5.4% |
| 3M | -7.6% | -0.6% | -7.0% | -7.5% |
| 6M | -9.1% | +2.4% | -11.6% | -10.1% |
| YTD | -5.5% | +15.5% | -21.0% | -10.6% |
| 1Y | -3.7% | +16.8% | -20.5% | -9.4% |
| 3Y | +17.8% | +75.0% | -57.2% | -4.2% |
| All | +20.0% | +48.0% | -28.0% | +1.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling