+32.7%
KO vs PLUG
+45.6%
-12.9%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.8% | -3.7% | -0.8% |
| 7D | -1.8% | -0.9% | -0.9% | -1.8% |
| 30D | +1.4% | +3.3% | -1.9% | +1.5% |
| 3M | +15.4% | -39.7% | +55.1% | +14.6% |
| 6M | +14.3% | -12.5% | +26.8% | +14.2% |
| YTD | +27.7% | +10.2% | +17.5% | +28.4% |
| 1Y | +32.7% | +50.7% | -18.0% | +29.6% |
| All | +32.7% | +45.6% | -12.9% | +29.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling