-91.9%
PLUG vs KEY
+40.7%
-132.6%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.3% | +2.6% | +2.7% |
| 7D | -0.9% | +2.2% | -3.1% | -2.4% |
| 30D | +3.3% | -3.0% | +6.4% | +5.4% |
| 3M | -39.7% | +3.3% | -43.1% | -41.5% |
| 6M | -12.5% | +9.2% | -21.7% | -18.4% |
| YTD | +10.2% | +10.6% | -0.5% | +1.8% |
| 1Y | +50.7% | +20.4% | +30.3% | +31.8% |
| 3Y | -74.5% | +121.8% | -196.3% | -85.6% |
| All | -91.9% | +40.7% | -132.6% | -94.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling