+15.8%
KDP vs PLUG
-96.6%
+112.4%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -7.5% | +7.8% | +0.3% |
| 7D | +4.5% | -4.9% | +9.4% | +4.5% |
| 30D | +18.5% | -27.4% | +45.9% | +18.8% |
| 3M | +20.8% | -35.7% | +56.6% | +21.2% |
| 6M | +29.4% | -59.3% | +88.7% | +30.3% |
| YTD | +35.9% | -31.5% | +67.4% | +35.8% |
| 1Y | +42.5% | -48.9% | +91.3% | +42.8% |
| 3Y | +29.4% | -79.6% | +109.0% | +30.5% |
| 5Y | +15.8% | -96.5% | +112.3% | +20.7% |
| All | +15.8% | -96.6% | +112.4% | +20.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling