-91.9%
PLUG vs KIM
+34.4%
-126.3%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.2% | +3.0% | +3.0% |
| 7D | -0.9% | +0.4% | -1.3% | -1.5% |
| 30D | +3.3% | -4.0% | +7.3% | +7.7% |
| 3M | -39.7% | +0.5% | -40.3% | -41.7% |
| 6M | -12.5% | +3.6% | -16.1% | -18.6% |
| YTD | +10.2% | +20.4% | -10.3% | -15.3% |
| 1Y | +50.7% | +9.7% | +41.0% | +28.8% |
| 3Y | -74.5% | +46.0% | -120.5% | -84.7% |
| All | -91.9% | +34.4% | -126.3% | -94.2% |
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 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