+136.6%
KMI vs PLUG
+48.6%
+87.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.0% | +2.2% | -1.5% |
| 7D | -1.8% | +3.8% | -5.6% | -2.0% |
| 30D | +0.1% | +2.8% | -2.8% | -0.2% |
| 3M | +1.2% | -25.4% | +26.6% | +2.7% |
| 6M | -3.9% | -0.5% | -3.5% | -4.9% |
| YTD | +17.5% | +10.2% | +7.4% | +15.0% |
| 1Y | +22.6% | +53.9% | -31.3% | +15.6% |
| 3Y | +116.3% | -72.7% | +189.0% | +114.8% |
| 5Y | +157.6% | -91.4% | +249.0% | +169.9% |
| 10Y | +136.6% | +58.4% | +78.2% | +75.0% |
| All | +136.6% | +48.6% | +87.9% | +75.0% |
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