-10.3%
KHC vs PLUG
-91.8%
+81.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.5% | -0.7% |
| 7D | -1.8% | -0.9% | -0.8% | -1.8% |
| 30D | -1.9% | +3.3% | -5.2% | -1.9% |
| 3M | +14.4% | -39.7% | +54.1% | +14.8% |
| 6M | +8.7% | -12.5% | +21.2% | +8.6% |
| YTD | +7.8% | +10.2% | -2.4% | +7.3% |
| 1Y | -1.5% | +50.7% | -52.2% | -2.5% |
| 3Y | -9.9% | -74.5% | +64.6% | -10.4% |
| All | -10.3% | -91.8% | +81.5% | -8.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling