-42.1%
KHC vs PLUG
-39.5%
-2.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.5% | +7.1% | -0.3% |
| 7D | +5.9% | -4.9% | +10.9% | +6.0% |
| 30D | +14.9% | -27.4% | +42.4% | +15.7% |
| 3M | 0.0% | -35.7% | +35.7% | +0.9% |
| 6M | +16.2% | -59.3% | +75.5% | +18.4% |
| YTD | +9.8% | -31.5% | +41.3% | +9.9% |
| 1Y | +12.1% | -48.9% | +60.9% | +12.9% |
| 3Y | -10.1% | -79.6% | +69.5% | -9.9% |
| 5Y | -13.9% | -96.5% | +82.6% | -10.1% |
| 10Y | -51.9% | -4.9% | -46.9% | -59.6% |
| All | -42.1% | -39.5% | -2.6% | -50.8% |
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