+7.5%
KHC vs PLUG
-58.9%
+66.4%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -10.5% | +13.1% | +2.2% |
| 7D | +2.0% | -23.4% | +25.5% | +1.2% |
| 30D | +10.6% | -23.4% | +34.1% | +9.8% |
| 3M | +0.5% | -51.7% | +52.3% | -1.3% |
| 6M | +12.1% | -72.0% | +84.0% | +9.8% |
| YTD | +8.9% | -43.7% | +52.6% | +5.2% |
| 1Y | +7.5% | -55.4% | +62.9% | +4.7% |
| All | +7.5% | -58.9% | +66.4% | +4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling