-61.3%
PLUG vs KGC
+315.9%
-377.2%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -5.8% | -3.2% | -6.8% |
| 7D | -3.2% | +8.0% | -11.2% | -5.8% |
| 30D | -18.7% | -9.3% | -9.4% | -15.8% |
| 3M | -35.3% | -21.3% | -14.0% | -29.6% |
| 6M | -56.2% | -31.5% | -24.8% | -50.4% |
| YTD | -30.7% | -23.2% | -7.5% | -26.7% |
| 1Y | -46.7% | -15.0% | -31.6% | -46.2% |
| 3Y | -61.3% | +328.7% | -390.0% | -88.3% |
| All | -61.3% | +315.9% | -377.2% | -88.3% |
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