-99.1%
PLUG vs KMX
+3,560.8%
-3,659.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -2.1% | +9.5% | +8.3% |
| 7D | +5.8% | -7.4% | +13.2% | +8.9% |
| 30D | -18.5% | -3.4% | -15.2% | -17.8% |
| 3M | -30.0% | -11.3% | -18.6% | -27.1% |
| 6M | -56.2% | +30.6% | -86.8% | -61.7% |
| YTD | -26.4% | +33.2% | -59.6% | -37.3% |
| 1Y | -42.2% | +66.7% | -108.9% | -55.2% |
| 3Y | -76.8% | -22.1% | -54.8% | -75.9% |
| 5Y | -96.2% | -66.7% | -29.5% | -94.5% |
| 10Y | +2.1% | +1.9% | +0.2% | -1.0% |
| All | -99.1% | +3,560.8% | -3,659.9% | -99.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling