-41.4%
PLUG vs KIM
+31.8%
-73.2%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.0% | +2.4% | +3.8% |
| 7D | +14.5% | +2.8% | +11.7% | +15.8% |
| 30D | -10.7% | +16.3% | -27.1% | -4.5% |
| 3M | -31.2% | +6.6% | -37.8% | -29.5% |
| 6M | -51.9% | +12.3% | -64.2% | -49.5% |
| YTD | -23.9% | +31.6% | -55.4% | -18.4% |
| All | -41.4% | +31.8% | -73.2% | -38.5% |
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