-71.6%
PLUG vs KEEL
+193.7%
-265.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +7.5% | -3.3% | +1.9% |
| 7D | +8.1% | +21.5% | -13.4% | +2.0% |
| 30D | +3.7% | -3.9% | +7.5% | +3.8% |
| 3M | -29.2% | -34.1% | +4.9% | -22.4% |
| 6M | +6.1% | +82.8% | -76.7% | -15.8% |
| YTD | +14.7% | +58.7% | -44.0% | -6.0% |
| 1Y | +56.9% | +191.4% | -134.5% | +3.8% |
| 3Y | -71.6% | +205.7% | -277.3% | -85.6% |
| All | -71.6% | +193.7% | -265.3% | -85.6% |
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