+1.0%
PLUG vs KEEL
+280.1%
-279.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -7.3% | +4.5% | -1.3% |
| 7D | 0.0% | +2.7% | -2.7% | -0.5% |
| 30D | -5.0% | +4.6% | -9.5% | -6.2% |
| 3M | -26.2% | -34.5% | +8.3% | -21.4% |
| 6M | -0.5% | +59.3% | -59.7% | -11.6% |
| YTD | +7.1% | +46.4% | -39.3% | -3.7% |
| 1Y | +46.5% | +96.6% | -50.0% | +22.0% |
| 3Y | -73.5% | +182.0% | -255.5% | -81.2% |
| 5Y | -91.3% | -38.2% | -53.0% | -93.1% |
| All | +1.0% | +280.1% | -279.2% | -28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 10y: compounded portfolio wealth divided by compounded KEEL 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…
10y analysis · Full analysis span regression · 6 months rolling