-43.1%
KHC vs PLUG
-2.7%
-40.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.5% | -0.7% |
| 7D | -1.8% | -0.9% | -0.8% | -1.7% |
| 30D | -1.9% | +3.3% | -5.2% | -2.0% |
| 3M | +14.4% | -39.7% | +54.1% | +15.7% |
| 6M | +8.7% | -12.5% | +21.2% | +8.6% |
| YTD | +7.8% | +10.2% | -2.4% | +6.7% |
| 1Y | -1.5% | +50.7% | -52.2% | -3.9% |
| 3Y | -9.9% | -74.5% | +64.6% | -10.0% |
| 5Y | -10.7% | -91.8% | +81.1% | -9.4% |
| 10Y | -55.7% | +43.7% | -99.4% | -63.1% |
| All | -43.1% | -2.7% | -40.4% | -52.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling