+29.1%
KDP vs PLUG
-78.4%
+107.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +7.4% | -8.1% | -0.6% |
| 7D | +2.2% | +5.8% | -3.6% | +2.3% |
| 30D | +19.9% | -18.5% | +38.5% | +19.8% |
| 3M | +21.5% | -30.0% | +51.4% | +21.3% |
| 6M | +30.1% | -56.2% | +86.3% | +29.8% |
| YTD | +34.9% | -26.4% | +61.3% | +34.7% |
| 1Y | +43.4% | -42.2% | +85.6% | +43.1% |
| 3Y | +29.1% | -76.8% | +105.9% | +29.8% |
| All | +29.1% | -78.4% | +107.4% | +29.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling