+103.9%
KMI vs PLUG
-82.3%
+186.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +7.4% | -8.2% | -1.1% |
| 7D | -10.8% | +5.8% | -16.6% | -11.0% |
| 30D | -5.0% | -18.5% | +13.5% | -4.2% |
| 3M | -3.4% | -30.0% | +26.6% | -2.0% |
| 6M | -3.4% | -56.2% | +52.8% | -0.3% |
| YTD | +13.1% | -26.4% | +39.5% | +13.2% |
| 1Y | +19.0% | -42.2% | +61.3% | +20.2% |
| 3Y | +106.1% | -76.8% | +183.0% | +105.3% |
| 5Y | +130.1% | -96.2% | +226.3% | +145.0% |
| 10Y | +151.9% | +2.1% | +149.8% | +119.8% |
| All | +103.9% | -82.3% | +186.2% | +87.9% |
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 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