-97.0%
PLUG vs KEYS
+62.6%
-159.6%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -0.5% | -8.4% | -8.4% |
| 7D | -8.1% | +16.7% | -24.9% | -19.3% |
| 30D | -20.5% | -17.8% | -2.7% | -7.7% |
| 3M | -45.9% | -14.2% | -31.7% | -40.0% |
| 6M | -65.2% | -15.9% | -49.3% | -61.3% |
| YTD | -37.1% | +49.7% | -86.8% | -61.2% |
| 1Y | -54.6% | +65.3% | -119.9% | -74.8% |
| 3Y | -64.9% | +144.9% | -209.7% | -88.0% |
| All | -97.0% | +62.6% | -159.6% | -98.5% |
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