-68.0%
PLUG vs KEEL
+53.7%
-121.7%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -4.6% | -5.9% | -9.1% |
| 7D | -23.4% | -0.5% | -22.9% | -23.2% |
| 30D | -23.4% | -27.1% | +3.6% | -16.6% |
| 3M | -51.7% | -43.8% | -7.9% | -43.7% |
| 6M | -72.0% | -55.2% | -16.8% | -66.1% |
| YTD | -43.7% | -20.9% | -22.8% | -43.9% |
| 1Y | -55.4% | -28.5% | -27.0% | -55.2% |
| 3Y | -68.0% | +66.1% | -134.1% | -78.1% |
| All | -68.0% | +53.7% | -121.7% | -78.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling