-96.5%
PLUG vs KMX
-66.8%
-29.7%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -2.1% | +9.5% | +8.7% |
| 7D | +5.8% | -7.4% | +13.2% | +10.6% |
| 30D | -18.5% | -3.4% | -15.2% | -17.5% |
| 3M | -30.0% | -11.3% | -18.6% | -25.7% |
| 6M | -56.2% | +30.6% | -86.8% | -65.3% |
| YTD | -26.4% | +33.2% | -59.6% | -45.2% |
| 1Y | -42.2% | +66.7% | -108.9% | -64.0% |
| 3Y | -76.8% | -22.1% | -54.8% | -76.6% |
| All | -96.5% | -66.8% | -29.7% | -92.4% |
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