+266.4%
KDP vs PLUG
-2.2%
+268.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +1.8% |
| 7D | +4.0% | -6.8% | +10.8% | +4.1% |
| 30D | +16.8% | -16.0% | +32.8% | +17.1% |
| 3M | +32.0% | -38.7% | +70.8% | +33.2% |
| 6M | +35.2% | -61.4% | +96.5% | +37.4% |
| YTD | +40.9% | -31.0% | +71.9% | +40.9% |
| 1Y | +47.7% | -46.2% | +93.9% | +48.4% |
| 3Y | +34.8% | -61.5% | +96.3% | +32.9% |
| 5Y | +22.6% | -96.9% | +119.5% | +28.7% |
| 10Y | +266.4% | -7.5% | +273.9% | +219.2% |
| All | +266.4% | -2.2% | +268.6% | +219.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 PLUG 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