+146.7%
KRE vs PLUG
-97.1%
+243.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +7.4% | -7.6% | -0.9% |
| 7D | +0.3% | +5.8% | -5.6% | -0.4% |
| 30D | +4.8% | -18.5% | +23.3% | +6.7% |
| 3M | -5.1% | -30.0% | +24.9% | -2.2% |
| 6M | +3.3% | -56.2% | +59.5% | +10.4% |
| YTD | +13.3% | -26.4% | +39.7% | +13.5% |
| 1Y | +22.9% | -42.2% | +65.1% | +25.5% |
| 3Y | +82.1% | -76.8% | +158.9% | +80.9% |
| 5Y | +11.0% | -96.2% | +107.3% | +26.7% |
| 10Y | +115.7% | +2.1% | +113.6% | +54.8% |
| All | +146.7% | -97.1% | +243.8% | +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