-97.3%
PLUG vs KMX
-64.6%
-32.8%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +1.2% | -11.7% | -11.2% |
| 7D | -23.4% | +3.4% | -26.8% | -25.0% |
| 30D | -23.4% | +6.8% | -30.3% | -27.3% |
| 3M | -51.7% | -11.4% | -40.4% | -48.7% |
| 6M | -72.0% | +43.6% | -115.5% | -79.0% |
| YTD | -43.7% | +37.7% | -81.4% | -59.0% |
| 1Y | -55.4% | +53.0% | -108.4% | -70.2% |
| 3Y | -68.0% | -16.3% | -51.7% | -69.1% |
| All | -97.3% | -64.6% | -32.8% | -94.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling