+252.2%
KLAC vs PLUG
-96.4%
+348.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +7.4% | -0.7% | +5.5% |
| 7D | -12.3% | +5.8% | -18.1% | -13.0% |
| 30D | -29.6% | -18.5% | -11.1% | -27.3% |
| 3M | -28.2% | -30.0% | +1.7% | -24.2% |
| 6M | -23.6% | -56.2% | +32.6% | -14.0% |
| YTD | +14.4% | -26.4% | +40.8% | +17.5% |
| 1Y | +15.4% | -42.2% | +57.6% | +22.1% |
| 3Y | +184.3% | -76.8% | +261.1% | +196.7% |
| All | +252.2% | -96.4% | +348.6% | +446.9% |
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