-60.5%
PLUG vs KIM
+66.4%
-126.9%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.4% | -8.3% | -8.4% |
| 7D | -2.8% | +2.8% | -5.6% | -4.9% |
| 30D | -18.5% | +15.9% | -34.3% | -28.1% |
| 3M | -35.1% | +7.8% | -42.8% | -39.2% |
| 6M | -56.1% | +11.9% | -68.0% | -61.4% |
| YTD | -30.5% | +31.0% | -61.5% | -49.3% |
| 1Y | -46.5% | +32.3% | -78.8% | -61.5% |
| All | -60.5% | +66.4% | -126.9% | -86.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling