+155.8%
KRE vs PLUG
-95.6%
+251.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.8% | -2.3% | +0.3% |
| 7D | +1.3% | -0.9% | +2.2% | +1.4% |
| 30D | -2.7% | +3.3% | -6.0% | -3.1% |
| 3M | +8.2% | -39.7% | +47.9% | +13.0% |
| 6M | +12.8% | -12.5% | +25.3% | +12.5% |
| YTD | +17.5% | +10.2% | +7.3% | +13.5% |
| 1Y | +16.6% | +50.7% | -34.1% | +6.9% |
| 3Y | +79.5% | -74.5% | +154.0% | +77.1% |
| 5Y | +32.4% | -91.8% | +124.2% | +39.9% |
| 10Y | +124.1% | +43.7% | +80.4% | +55.7% |
| All | +155.8% | -95.6% | +251.4% | +67.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling