+139.6%
KMI vs PLUG
+25.0%
+114.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.4% | -1.4% | +1.8% |
| 7D | -6.5% | +14.5% | -21.0% | -7.3% |
| 30D | -5.1% | -10.7% | +5.6% | -4.6% |
| 3M | 0.0% | -31.2% | +31.2% | +1.9% |
| 6M | -0.9% | -51.9% | +51.0% | +2.7% |
| YTD | +15.4% | -23.9% | +39.3% | +15.2% |
| 1Y | +19.5% | -43.4% | +62.9% | +21.2% |
| 3Y | +116.3% | -74.7% | +191.0% | +114.1% |
| 5Y | +136.6% | -96.3% | +232.9% | +165.3% |
| 10Y | +139.6% | +20.0% | +119.6% | +82.4% |
| All | +139.6% | +25.0% | +114.6% | +82.4% |
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