-68.0%
PLUG vs KGC
+315.0%
-383.0%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +0.2% | -10.7% | -10.6% |
| 7D | -23.4% | -6.7% | -16.8% | -21.2% |
| 30D | -23.4% | -6.7% | -16.8% | -21.5% |
| 3M | -51.7% | -22.6% | -29.2% | -47.1% |
| 6M | -72.0% | -33.4% | -38.5% | -67.8% |
| YTD | -43.7% | -26.0% | -17.7% | -39.5% |
| 1Y | -55.4% | -18.3% | -37.1% | -54.3% |
| 3Y | -68.0% | +315.8% | -383.8% | -90.3% |
| All | -68.0% | +315.0% | -383.0% | -90.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling