-52.4%
KHC vs PLUG
+9.2%
-61.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -9.0% | +8.3% | -0.6% |
| 7D | -1.1% | -3.2% | +2.0% | -1.1% |
| 30D | +8.8% | -18.7% | +27.6% | +9.2% |
| 3M | -1.2% | -35.3% | +34.1% | -0.4% |
| 6M | +4.6% | -56.2% | +60.9% | +6.2% |
| YTD | +5.1% | -30.7% | +35.8% | +5.1% |
| 1Y | +6.2% | -46.7% | +52.9% | +6.8% |
| 3Y | -12.9% | -61.3% | +48.4% | -14.2% |
| 5Y | -16.8% | -96.6% | +79.8% | -13.3% |
| 10Y | -52.4% | +1.1% | -53.6% | -59.7% |
| All | -52.4% | +9.2% | -61.6% | -59.7% |
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 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