-96.5%
PLUG vs KIM
+31.1%
-127.6%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.4% | +7.8% | +7.9% |
| 7D | +5.8% | +4.1% | +1.8% | +1.2% |
| 30D | -18.5% | +16.8% | -35.3% | -31.9% |
| 3M | -30.0% | +5.7% | -35.7% | -34.6% |
| 6M | -56.2% | +9.7% | -65.9% | -62.1% |
| YTD | -26.4% | +30.2% | -56.6% | -49.2% |
| 1Y | -42.2% | +32.1% | -74.3% | -60.9% |
| 3Y | -76.8% | +58.6% | -135.4% | -88.1% |
| All | -96.5% | +31.1% | -127.6% | -97.7% |
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