-42.2%
PLUG vs KEY
+24.1%
-66.3%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.5% | +7.9% | +7.7% |
| 7D | +5.8% | -1.3% | +7.1% | +6.5% |
| 30D | -18.5% | +5.1% | -23.7% | -20.5% |
| 3M | -30.0% | -7.1% | -22.8% | -27.6% |
| 6M | -56.2% | -4.4% | -51.8% | -55.6% |
| YTD | -26.4% | +4.0% | -30.4% | -31.2% |
| 1Y | -42.2% | +23.4% | -65.6% | -53.9% |
| All | -42.2% | +24.1% | -66.3% | -53.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling