+81.7%
KO vs PLUG
-91.4%
+173.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.0% | +3.1% | -0.9% |
| 7D | -0.8% | +3.8% | -4.6% | -0.8% |
| 30D | +0.8% | +2.8% | -2.1% | +0.8% |
| 3M | +8.3% | -25.4% | +33.8% | +8.4% |
| 6M | +14.0% | -0.5% | +14.5% | +14.0% |
| YTD | +26.9% | +10.2% | +16.8% | +26.7% |
| 1Y | +32.7% | +53.9% | -21.2% | +31.9% |
| 3Y | +63.9% | -72.7% | +136.7% | +66.0% |
| 5Y | +81.7% | -91.4% | +173.1% | +87.7% |
| All | +81.7% | -91.4% | +173.1% | +87.7% |
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