-96.5%
PLUG vs KGC
+286.2%
-382.7%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +3.0% | +4.4% | +6.2% |
| 7D | +5.8% | +10.5% | -4.6% | +1.5% |
| 30D | -18.5% | -4.1% | -14.5% | -17.5% |
| 3M | -30.0% | -13.1% | -16.9% | -26.5% |
| 6M | -56.2% | -27.5% | -28.6% | -51.0% |
| YTD | -26.4% | -20.7% | -5.7% | -22.7% |
| 1Y | -42.2% | -6.1% | -36.2% | -44.0% |
| 3Y | -76.8% | +318.6% | -395.4% | -89.5% |
| All | -96.5% | +286.2% | -382.7% | -98.4% |
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