+16.2%
KDP vs PLUG
-97.5%
+113.7%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -10.5% | +13.1% | +2.7% |
| 7D | -0.8% | -23.4% | +22.7% | -0.6% |
| 30D | +9.7% | -23.4% | +33.2% | +9.9% |
| 3M | +17.6% | -51.7% | +69.4% | +18.3% |
| 6M | +25.8% | -72.0% | +97.7% | +27.1% |
| YTD | +33.9% | -43.7% | +77.5% | +33.9% |
| 1Y | +38.9% | -55.4% | +94.3% | +39.3% |
| 3Y | +26.8% | -68.0% | +94.8% | +25.7% |
| All | +16.2% | -97.5% | +113.7% | +24.1% |
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