-97.1%
PLUG vs KIM
+33.6%
-130.7%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -0.6% | -8.6% | -8.5% |
| 7D | -8.5% | -0.7% | -7.9% | -7.8% |
| 30D | -20.8% | +13.4% | -34.2% | -31.4% |
| 3M | -46.1% | +6.5% | -52.6% | -50.1% |
| 6M | -65.3% | +10.6% | -75.9% | -70.2% |
| YTD | -37.3% | +29.9% | -67.2% | -56.5% |
| 1Y | -54.8% | +29.6% | -84.3% | -68.6% |
| 3Y | -65.0% | +64.1% | -129.1% | -82.5% |
| 5Y | -97.1% | +35.3% | -132.4% | -98.1% |
| All | -97.1% | +33.6% | -130.7% | -98.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling