-91.4%
PLUG vs KEYS
+82.0%
-173.4%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.3% | -3.4% |
| 7D | +3.8% | +2.9% | +0.9% | +1.4% |
| 30D | +2.8% | -1.3% | +4.2% | +3.7% |
| 3M | -25.4% | -0.1% | -25.3% | -26.5% |
| 6M | -0.5% | +17.4% | -17.8% | -16.3% |
| YTD | +10.2% | +62.9% | -52.8% | -35.5% |
| 1Y | +53.9% | +95.7% | -41.8% | -26.0% |
| 3Y | -72.7% | +150.2% | -222.9% | -90.6% |
| 5Y | -91.4% | +83.1% | -174.5% | -95.8% |
| All | -91.4% | +82.0% | -173.4% | -95.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling