+1.1%
PLUG vs KEY
+109.2%
-108.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -0.3% | -8.7% | -8.8% |
| 7D | -3.2% | +0.5% | -3.7% | -3.4% |
| 30D | -18.7% | +6.9% | -25.6% | -21.8% |
| 3M | -35.3% | -5.0% | -30.3% | -33.5% |
| 6M | -56.2% | +0.7% | -57.0% | -56.9% |
| YTD | -30.7% | +6.5% | -37.2% | -33.8% |
| 1Y | -46.7% | +22.6% | -69.3% | -53.1% |
| 3Y | -61.3% | +125.3% | -186.7% | -76.2% |
| 5Y | -96.6% | +13.9% | -110.5% | -97.1% |
| 10Y | +1.1% | +105.3% | -104.2% | -42.9% |
| All | +1.1% | +109.2% | -108.1% | -42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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