-42.1%
PLUG vs KIM
+33.1%
-75.2%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.6% | 0.0% | +4.8% |
| 7D | +2.8% | +10.6% | -7.8% | +6.8% |
| 30D | -22.8% | +17.5% | -40.2% | -17.7% |
| 3M | -32.4% | +4.7% | -37.1% | -31.5% |
| 6M | -53.4% | +13.1% | -66.5% | -51.4% |
| YTD | -25.9% | +32.1% | -58.0% | -24.1% |
| 1Y | -42.1% | +32.7% | -74.7% | -41.4% |
| All | -42.1% | +33.1% | -75.2% | -41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 1y: compounded portfolio wealth divided by compounded KIM 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…
1y analysis · Full analysis span regression · 6 months rolling