+47.9%
PLUG vs KEYS
+1,049.9%
-1,002.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.0% | -4.5% | -3.5% |
| 7D | -3.2% | +3.5% | -6.7% | -5.8% |
| 30D | -8.3% | -4.5% | -3.8% | -5.4% |
| 3M | -25.8% | -0.4% | -25.4% | -26.3% |
| 6M | -5.8% | +19.1% | -25.0% | -19.5% |
| YTD | +6.6% | +66.7% | -60.1% | -32.7% |
| 1Y | +39.1% | +96.5% | -57.4% | -23.7% |
| 3Y | -73.7% | +155.2% | -228.9% | -88.6% |
| 5Y | -91.3% | +88.0% | -179.3% | -95.1% |
| All | +47.9% | +1,049.9% | -1,002.0% | -70.4% |
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