-14.8%
KHC vs PLUG
-96.4%
+81.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +7.4% | -10.2% | -2.8% |
| 7D | +1.1% | +5.8% | -4.7% | +1.1% |
| 30D | +12.0% | -18.5% | +30.5% | +12.1% |
| 3M | +0.2% | -30.0% | +30.1% | +0.4% |
| 6M | +10.3% | -56.2% | +66.5% | +11.0% |
| YTD | +6.7% | -26.4% | +33.1% | +6.5% |
| 1Y | +10.9% | -42.2% | +53.1% | +10.9% |
| 3Y | -12.6% | -76.8% | +64.2% | -13.0% |
| All | -14.8% | -96.4% | +81.5% | -14.1% |
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