-12.4%
KHC vs PLUG
-75.5%
+63.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.4% | -4.2% | -0.8% |
| 7D | -2.0% | +14.5% | -16.5% | -2.1% |
| 30D | +9.7% | -10.7% | +20.4% | +9.7% |
| 3M | -2.0% | -31.2% | +29.2% | -1.8% |
| 6M | +5.4% | -51.9% | +57.3% | +5.9% |
| YTD | +5.9% | -23.9% | +29.8% | +5.5% |
| 1Y | +7.5% | -43.4% | +50.9% | +7.4% |
| 3Y | -12.4% | -74.7% | +62.3% | -12.6% |
| All | -12.4% | -75.5% | +63.1% | -12.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling