+1,117.5%
KDP vs PLUG
-92.9%
+1,210.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.8% | -3.7% | -1.0% |
| 7D | +1.3% | -0.9% | +2.2% | +1.3% |
| 30D | +6.0% | +3.3% | +2.7% | +5.8% |
| 3M | +9.2% | -39.7% | +48.9% | +10.5% |
| 6M | +14.7% | -12.5% | +27.2% | +14.6% |
| YTD | +19.2% | +10.2% | +9.0% | +18.0% |
| 1Y | +15.2% | +50.7% | -35.5% | +12.2% |
| 3Y | +6.0% | -74.5% | +80.5% | +5.5% |
| 5Y | +5.4% | -91.8% | +97.2% | +7.0% |
| 10Y | +171.9% | +43.7% | +128.2% | +137.8% |
| All | +1,117.5% | -92.9% | +1,210.4% | +888.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling