+65.5%
KO vs PLUG
-72.4%
+137.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.1% | -3.8% | +0.4% |
| 7D | +0.4% | +8.1% | -7.7% | +0.5% |
| 30D | +1.5% | +3.7% | -2.2% | +1.6% |
| 3M | +11.8% | -29.2% | +41.0% | +11.6% |
| 6M | +16.2% | +6.1% | +10.1% | +16.4% |
| YTD | +28.1% | +14.7% | +13.4% | +28.4% |
| 1Y | +34.8% | +56.9% | -22.2% | +35.2% |
| 3Y | +65.5% | -71.6% | +137.1% | +71.5% |
| All | +65.5% | -72.4% | +137.9% | +71.5% |
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