+20.0%
PLUG vs KGC
+496.6%
-476.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.7% | +0.7% | +2.8% |
| 7D | +14.5% | +11.1% | +3.4% | +11.8% |
| 30D | -10.7% | -3.7% | -7.0% | -10.1% |
| 3M | -31.2% | -17.2% | -14.0% | -28.5% |
| 6M | -51.9% | -27.3% | -24.6% | -48.9% |
| YTD | -23.9% | -18.5% | -5.3% | -21.6% |
| 1Y | -43.4% | -5.7% | -37.7% | -43.5% |
| 3Y | -74.7% | +336.5% | -411.2% | -81.5% |
| 5Y | -96.3% | +298.7% | -395.0% | -97.4% |
| 10Y | +20.0% | +538.5% | -518.5% | -9.7% |
| All | +20.0% | +496.6% | -476.6% | -9.7% |
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