-91.9%
PLUG vs KGC
+450.1%
-542.0%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.3% | +5.1% | +3.7% |
| 7D | -0.9% | -1.3% | +0.4% | -0.5% |
| 30D | +3.3% | +20.3% | -16.9% | -4.2% |
| 3M | -39.7% | +8.1% | -47.8% | -42.0% |
| 6M | -12.5% | -8.8% | -3.7% | -11.1% |
| YTD | +10.2% | +10.1% | +0.1% | +2.1% |
| 1Y | +50.7% | +44.2% | +6.5% | +23.4% |
| 3Y | -74.5% | +533.0% | -607.5% | -90.0% |
| All | -91.9% | +450.1% | -542.0% | -97.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling