+55.9%
PLUG vs KMX
+0.4%
+55.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -4.3% | +8.4% | +6.8% |
| 7D | +8.1% | -0.7% | +8.8% | +8.4% |
| 30D | +3.7% | +4.1% | -0.4% | +0.8% |
| 3M | -29.2% | +27.5% | -56.7% | -40.5% |
| 6M | +6.1% | +43.6% | -37.5% | -20.4% |
| YTD | +14.7% | +56.8% | -42.0% | -19.7% |
| 1Y | +56.9% | -1.3% | +58.3% | +42.5% |
| 3Y | -71.6% | -25.4% | -46.2% | -69.4% |
| 5Y | -91.0% | -53.9% | -37.1% | -87.3% |
| 10Y | +55.9% | +0.7% | +55.2% | +30.6% |
| All | +55.9% | +0.4% | +55.4% | +30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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