-75.1%
PLUG vs KEYS
+967.0%
-1,042.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -2.2% | -8.3% | -9.0% |
| 7D | -23.4% | +9.4% | -32.8% | -28.3% |
| 30D | -23.4% | -16.8% | -6.7% | -13.6% |
| 3M | -51.7% | -15.9% | -35.9% | -46.3% |
| 6M | -72.0% | -17.6% | -54.4% | -68.7% |
| YTD | -43.7% | +46.5% | -90.2% | -60.3% |
| 1Y | -55.4% | +66.9% | -122.3% | -71.7% |
| 3Y | -68.0% | +141.4% | -209.4% | -84.8% |
| 5Y | -97.4% | +59.5% | -156.9% | -98.3% |
| 10Y | -24.5% | +761.1% | -785.6% | -79.8% |
| All | -75.1% | +967.0% | -1,042.0% | -92.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling