+348.3%
KMB vs PLUG
-99.1%
+447.4%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -7.5% | +9.1% | +1.7% |
| 7D | +0.4% | -4.9% | +5.3% | +0.5% |
| 30D | +14.1% | -27.4% | +41.6% | +14.7% |
| 3M | -0.5% | -35.7% | +35.2% | +0.1% |
| 6M | +16.6% | -59.3% | +75.9% | +18.0% |
| YTD | +13.7% | -31.5% | +45.2% | +13.8% |
| 1Y | +16.1% | -48.9% | +64.9% | +16.7% |
| 3Y | +4.7% | -79.6% | +84.3% | +4.7% |
| 5Y | +1.5% | -96.5% | +98.0% | +3.8% |
| 10Y | +40.5% | -4.9% | +45.4% | +28.9% |
| All | +348.3% | -99.1% | +447.4% | +284.5% |
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