+326.0%
KMB vs PLUG
-98.6%
+424.6%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.8% | -4.4% | -1.6% |
| 7D | -3.0% | -0.9% | -2.1% | -3.0% |
| 30D | -5.5% | +3.3% | -8.8% | -5.5% |
| 3M | +14.0% | -39.7% | +53.7% | +14.8% |
| 6M | +4.1% | -12.5% | +16.6% | +4.0% |
| YTD | +8.0% | +10.2% | -2.1% | +7.4% |
| 1Y | -13.7% | +50.7% | -64.4% | -15.0% |
| 3Y | -5.9% | -74.5% | +68.6% | -6.2% |
| 5Y | -8.6% | -91.8% | +83.2% | -8.0% |
| 10Y | +17.3% | +43.7% | -26.4% | +6.9% |
| All | +326.0% | -98.6% | +424.6% | +262.8% |
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