-98.6%
PLUG vs KIM
+699.3%
-798.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.2% | +3.0% | +2.9% |
| 7D | -0.9% | +0.4% | -1.3% | -1.2% |
| 30D | +3.3% | -4.0% | +7.3% | +5.5% |
| 3M | -39.7% | +0.5% | -40.3% | -40.5% |
| 6M | -12.5% | +3.6% | -16.1% | -15.2% |
| YTD | +10.2% | +20.4% | -10.3% | -2.1% |
| 1Y | +50.7% | +9.7% | +41.0% | +40.7% |
| 3Y | -74.5% | +46.0% | -120.5% | -79.0% |
| 5Y | -91.8% | +34.4% | -126.2% | -92.7% |
| 10Y | +43.7% | +29.3% | +14.4% | +15.6% |
| All | -98.6% | +699.3% | -798.0% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling