+1.1%
PLUG vs KIM
+64.9%
-63.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -0.4% | -8.6% | -8.8% |
| 7D | -3.2% | +2.8% | -6.0% | -4.6% |
| 30D | -18.7% | +15.9% | -34.6% | -25.6% |
| 3M | -35.3% | +7.8% | -43.1% | -38.3% |
| 6M | -56.2% | +11.9% | -68.1% | -59.7% |
| YTD | -30.7% | +31.0% | -61.8% | -42.3% |
| 1Y | -46.7% | +32.3% | -79.0% | -55.9% |
| 3Y | -61.3% | +65.5% | -126.8% | -71.1% |
| 5Y | -96.6% | +37.2% | -133.8% | -97.1% |
| 10Y | +1.1% | +63.9% | -62.8% | -21.1% |
| All | +1.1% | +64.9% | -63.8% | -21.1% |
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