-26.5%
PLUG vs KIM
+63.6%
-90.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +0.4% | -10.8% | -10.7% |
| 7D | -23.4% | +0.1% | -23.6% | -23.5% |
| 30D | -23.4% | +14.1% | -37.6% | -29.2% |
| 3M | -51.7% | +6.0% | -57.7% | -53.5% |
| 6M | -72.0% | +13.2% | -85.2% | -74.3% |
| YTD | -43.7% | +30.4% | -74.0% | -52.9% |
| 1Y | -55.4% | +31.0% | -86.5% | -62.9% |
| 3Y | -68.0% | +67.6% | -135.6% | -76.3% |
| 5Y | -97.4% | +35.8% | -133.2% | -97.8% |
| All | -26.5% | +63.6% | -90.1% | -42.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling