+470.0%
KLAC vs PLUG
-91.8%
+561.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.8% | +4.5% | +6.9% |
| 7D | +5.7% | -0.9% | +6.6% | +5.9% |
| 30D | -3.6% | +3.3% | -7.0% | -4.1% |
| 3M | -12.8% | -39.7% | +26.9% | -6.1% |
| 6M | +26.1% | -12.5% | +38.6% | +27.2% |
| YTD | +53.3% | +10.2% | +43.2% | +48.0% |
| 1Y | +113.7% | +50.7% | +63.0% | +91.0% |
| 3Y | +274.9% | -74.5% | +349.4% | +293.7% |
| All | +470.0% | -91.8% | +561.9% | +630.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 PLUG 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