-91.4%
PLUG vs KEEL
-39.1%
-52.3%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.4% | -3.8% |
| 7D | +3.8% | +19.3% | -15.5% | -2.1% |
| 30D | +2.8% | +9.1% | -6.3% | -1.0% |
| 3M | -25.4% | -31.5% | +6.1% | -18.8% |
| 6M | -0.5% | +75.8% | -76.3% | -22.4% |
| YTD | +10.2% | +57.9% | -47.7% | -11.9% |
| 1Y | +53.9% | +133.3% | -79.4% | +2.1% |
| 3Y | -72.7% | +204.1% | -276.8% | -87.4% |
| 5Y | -91.4% | -37.5% | -53.9% | -94.0% |
| All | -91.4% | -39.1% | -52.3% | -94.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling