-54.3%
KHC vs PLUG
+6.6%
-60.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +7.4% | -10.2% | -2.9% |
| 7D | +1.1% | +5.8% | -4.7% | +1.0% |
| 30D | +12.0% | -18.5% | +30.5% | +12.4% |
| 3M | +0.2% | -30.0% | +30.1% | +0.8% |
| 6M | +10.3% | -56.2% | +66.5% | +12.0% |
| YTD | +6.7% | -26.4% | +33.1% | +6.6% |
| 1Y | +10.9% | -42.2% | +53.1% | +11.2% |
| 3Y | -12.6% | -76.8% | +64.2% | -12.8% |
| 5Y | -16.3% | -96.2% | +79.9% | -13.2% |
| All | -54.3% | +6.6% | -60.9% | -61.2% |
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