+651.4%
KKR vs PLUG
-25.0%
+676.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -10.5% | +11.4% | +2.1% |
| 7D | +1.6% | -23.4% | +25.1% | +4.6% |
| 30D | +14.5% | -23.4% | +38.0% | +17.7% |
| 3M | -15.0% | -51.7% | +36.8% | -7.9% |
| 6M | +1.0% | -72.0% | +73.0% | +15.7% |
| YTD | -22.6% | -43.7% | +21.0% | -19.9% |
| 1Y | -18.2% | -55.4% | +37.2% | -13.2% |
| 3Y | +56.4% | -68.0% | +124.4% | +50.6% |
| 5Y | +29.6% | -97.4% | +127.0% | +63.1% |
| All | +651.4% | -25.0% | +676.4% | +590.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling