+86.6%
KO vs PLUG
-63.1%
+149.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -9.2% | +9.1% | -0.3% |
| 7D | +1.8% | -8.5% | +10.3% | +1.7% |
| 30D | +8.1% | -20.8% | +29.0% | +7.8% |
| 3M | +13.0% | -46.1% | +59.1% | +12.1% |
| 6M | +23.3% | -65.3% | +88.6% | +21.8% |
| YTD | +42.1% | -37.3% | +79.4% | +41.5% |
| 1Y | +39.9% | -54.8% | +94.6% | +39.0% |
| All | +86.6% | -63.1% | +149.7% | +87.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling