-73.8%
PLUG vs KMX
-22.2%
-51.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.0% | +1.8% | +2.3% |
| 7D | -0.9% | +1.9% | -2.8% | -1.8% |
| 30D | +3.3% | +11.7% | -8.3% | -2.4% |
| 3M | -39.7% | +34.9% | -74.6% | -49.2% |
| 6M | -12.5% | +50.3% | -62.8% | -33.0% |
| YTD | +10.2% | +63.8% | -53.6% | -20.9% |
| 1Y | +50.7% | +3.8% | +46.9% | +41.2% |
| All | -73.8% | -22.2% | -51.5% | -73.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling