-42.1%
PLUG vs KVYO
-18.3%
-23.8%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.4% | +3.5% |
| 7D | +2.8% | +3.9% | -1.1% | +2.5% |
| 30D | -22.8% | +27.9% | -50.7% | -24.1% |
| 3M | -32.4% | +11.8% | -44.2% | -33.2% |
| 6M | -53.4% | -4.9% | -48.4% | -52.9% |
| YTD | -25.9% | -34.2% | +8.3% | -27.1% |
| 1Y | -42.1% | -17.8% | -24.2% | -51.6% |
| All | -42.1% | -18.3% | -23.8% | -51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KVYO.
Daily Out/Under-Performance
Portfolio return minus KVYO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KVYO 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 1y: compounded portfolio wealth divided by compounded KVYO 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…
1y analysis · Full analysis span regression · 6 months rolling