-26.5%
PLUG vs KEYS
+758.4%
-784.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -2.2% | -8.3% | -8.9% |
| 7D | -23.4% | +9.4% | -32.8% | -28.6% |
| 30D | -23.4% | -16.8% | -6.7% | -13.0% |
| 3M | -51.7% | -15.9% | -35.9% | -46.0% |
| 6M | -72.0% | -17.6% | -54.4% | -68.5% |
| YTD | -43.7% | +46.5% | -90.2% | -61.6% |
| 1Y | -55.4% | +66.9% | -122.3% | -72.9% |
| 3Y | -68.0% | +141.4% | -209.4% | -85.9% |
| 5Y | -97.4% | +59.5% | -156.9% | -98.4% |
| All | -26.5% | +758.4% | -784.9% | -84.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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