-91.9%
PLUG vs KMX
-50.1%
-41.8%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.0% | +1.8% | +2.2% |
| 7D | -0.9% | +1.9% | -2.8% | -2.1% |
| 30D | +3.3% | +11.7% | -8.3% | -3.7% |
| 3M | -39.7% | +34.9% | -74.6% | -51.2% |
| 6M | -12.5% | +50.3% | -62.8% | -36.7% |
| YTD | +10.2% | +63.8% | -53.6% | -25.9% |
| 1Y | +50.7% | +3.8% | +46.9% | +33.9% |
| 3Y | -74.5% | -24.3% | -50.2% | -72.2% |
| All | -91.9% | -50.1% | -41.8% | -88.6% |
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 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