-49.2%
PLUG vs KEYS
+1,095.1%
-1,144.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.9% | +2.2% | +2.8% |
| 7D | +8.1% | +4.4% | +3.7% | +4.9% |
| 30D | +3.7% | -2.2% | +5.9% | +5.2% |
| 3M | -29.2% | +0.5% | -29.7% | -30.1% |
| 6M | +6.1% | +22.4% | -16.3% | -10.1% |
| YTD | +14.7% | +64.1% | -49.4% | -24.3% |
| 1Y | +56.9% | +97.0% | -40.0% | -10.3% |
| 3Y | -71.6% | +152.0% | -223.6% | -86.7% |
| 5Y | -91.0% | +83.7% | -174.8% | -94.6% |
| 10Y | +55.9% | +997.9% | -942.0% | -63.1% |
| All | -49.2% | +1,095.1% | -1,144.3% | -85.6% |
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