+869.2%
KR vs PLUG
-99.2%
+968.5%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -9.2% | +9.7% | +0.6% |
| 7D | +0.5% | -8.5% | +9.1% | +0.7% |
| 30D | +14.9% | -20.8% | +35.8% | +15.3% |
| 3M | +25.4% | -46.1% | +71.5% | +26.6% |
| 6M | +9.3% | -65.3% | +74.7% | +11.1% |
| YTD | +13.7% | -37.3% | +51.0% | +13.8% |
| 1Y | +9.2% | -54.8% | +63.9% | +9.9% |
| 3Y | +70.1% | -65.0% | +135.1% | +68.0% |
| 5Y | +82.5% | -97.1% | +179.6% | +88.3% |
| 10Y | +155.7% | -16.0% | +171.7% | +131.3% |
| All | +869.2% | -99.2% | +968.5% | +1,076.1% |
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