-7.5%
PLUG vs KGC
+567.0%
-574.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.5% | -0.7% |
| 7D | -6.8% | +0.2% | -7.1% | -6.8% |
| 30D | -16.0% | -8.8% | -7.2% | -14.3% |
| 3M | -38.7% | -21.1% | -17.7% | -35.5% |
| 6M | -61.4% | -32.3% | -29.0% | -58.1% |
| YTD | -31.0% | -23.5% | -7.5% | -27.7% |
| 1Y | -46.2% | -15.0% | -31.3% | -45.1% |
| 3Y | -61.5% | +327.5% | -389.0% | -72.2% |
| 5Y | -96.9% | +244.3% | -341.2% | -97.8% |
| 10Y | -7.5% | +634.8% | -642.2% | -30.5% |
| All | -7.5% | +567.0% | -574.5% | -30.5% |
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