+121.6%
KMI vs PLUG
-66.9%
+188.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -10.5% | +10.2% | -0.2% |
| 7D | +6.5% | -23.4% | +30.0% | +6.8% |
| 30D | -3.4% | -23.4% | +20.0% | -3.2% |
| 3M | +0.4% | -51.7% | +52.1% | +1.0% |
| 6M | -0.9% | -72.0% | +71.0% | +0.3% |
| YTD | +20.5% | -43.7% | +64.1% | +20.7% |
| 1Y | +23.2% | -55.4% | +78.6% | +23.6% |
| 3Y | +121.6% | -68.0% | +189.6% | +119.9% |
| All | +121.6% | -66.9% | +188.5% | +119.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling