+4,033.9%
YUM vs EVRG
+815.7%
+3,218.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.0% | -0.9% |
| 7D | -5.2% | -0.7% | -4.5% | -5.0% |
| 30D | -0.1% | 0.0% | -0.1% | -0.1% |
| 3M | -4.3% | -1.0% | -3.3% | -4.0% |
| 6M | -8.7% | +1.0% | -9.7% | -9.1% |
| YTD | -3.5% | +15.1% | -18.6% | -8.0% |
| 1Y | +0.5% | +17.6% | -17.1% | -4.9% |
| 3Y | +20.5% | +70.5% | -49.9% | +0.6% |
| 5Y | +21.8% | +48.9% | -27.0% | +5.4% |
| 10Y | +176.5% | +112.8% | +63.7% | +108.5% |
| All | +4,033.9% | +815.7% | +3,218.2% | +1,982.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling