-74.0%
PLUG vs KVYO
-55.5%
-18.6%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -0.8% |
| 7D | -3.2% | -12.1% | +8.9% | -0.7% |
| 30D | -8.3% | -5.2% | -3.1% | -7.8% |
| 3M | -25.8% | +14.5% | -40.3% | -29.9% |
| 6M | -5.8% | -17.6% | +11.8% | -6.9% |
| YTD | +6.6% | -49.6% | +56.2% | +19.5% |
| 1Y | +39.1% | -48.6% | +87.6% | +54.0% |
| All | -74.0% | -55.5% | -18.6% | -72.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling