-16.2%
KHC vs PLUG
-96.6%
+80.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.9% | +0.1% |
| 7D | -4.6% | -6.8% | +2.3% | -4.6% |
| 30D | +8.1% | -16.0% | +24.2% | +8.2% |
| 3M | 0.0% | -38.7% | +38.8% | +0.3% |
| 6M | +7.9% | -61.4% | +69.3% | +8.7% |
| YTD | +5.3% | -31.0% | +36.2% | +5.1% |
| 1Y | +5.1% | -46.2% | +51.4% | +5.2% |
| 3Y | -12.8% | -61.5% | +48.7% | -13.5% |
| 5Y | -16.2% | -96.9% | +80.7% | -15.2% |
| All | -16.2% | -96.6% | +80.4% | -15.2% |
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 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