+20.0%
PLUG vs KIM
+65.6%
-45.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.0% | +2.4% | +2.9% |
| 7D | +14.5% | +2.8% | +11.7% | +12.7% |
| 30D | -10.7% | +16.3% | -27.1% | -18.4% |
| 3M | -31.2% | +6.6% | -37.8% | -33.9% |
| 6M | -51.9% | +12.3% | -64.2% | -55.8% |
| YTD | -23.9% | +31.6% | -55.4% | -36.7% |
| 1Y | -43.4% | +31.5% | -74.9% | -53.0% |
| 3Y | -74.7% | +68.0% | -142.7% | -81.4% |
| 5Y | -96.3% | +38.7% | -135.0% | -96.9% |
| 10Y | +20.0% | +65.7% | -45.7% | -4.7% |
| All | +20.0% | +65.6% | -45.6% | -4.7% |
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