+1.5%
PLUG vs KGC
+506.2%
-504.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -5.8% | -2.9% | -7.4% |
| 7D | -2.8% | +8.0% | -10.9% | -4.4% |
| 30D | -18.5% | -9.3% | -9.1% | -16.7% |
| 3M | -35.1% | -21.3% | -13.8% | -31.6% |
| 6M | -56.1% | -31.5% | -24.6% | -52.6% |
| YTD | -30.5% | -23.2% | -7.2% | -27.3% |
| 1Y | -46.5% | -15.0% | -31.5% | -45.3% |
| 3Y | -61.2% | +328.7% | -389.9% | -71.7% |
| 5Y | -96.6% | +262.9% | -359.5% | -97.5% |
| 10Y | +1.5% | +568.9% | -567.4% | -21.3% |
| All | +1.5% | +506.2% | -504.7% | -21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC 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 10y: compounded portfolio wealth divided by compounded KGC 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…
10y analysis · Full analysis span regression · 6 months rolling