-64.3%
PLUG vs KEYS
+145.6%
-209.9%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -0.5% | -8.4% | -8.5% |
| 7D | -8.1% | +16.7% | -24.9% | -17.1% |
| 30D | -20.5% | -17.8% | -2.7% | -10.4% |
| 3M | -45.9% | -14.2% | -31.7% | -41.1% |
| 6M | -65.2% | -15.9% | -49.3% | -62.0% |
| YTD | -37.1% | +49.7% | -86.8% | -56.9% |
| 1Y | -54.6% | +65.3% | -119.9% | -71.5% |
| All | -64.3% | +145.6% | -209.9% | -89.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling