+48.6%
PLUG vs KNX
+170.9%
-122.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.3% | -3.1% | -3.0% |
| 7D | 0.0% | -0.5% | +0.5% | +0.2% |
| 30D | -5.0% | +1.0% | -6.0% | -5.6% |
| 3M | -26.2% | -12.6% | -13.6% | -20.9% |
| 6M | -0.5% | +21.1% | -21.6% | -14.0% |
| YTD | +7.1% | +33.2% | -26.1% | -13.1% |
| 1Y | +46.5% | +67.8% | -21.3% | +2.1% |
| 3Y | -73.5% | +37.3% | -110.8% | -79.6% |
| 5Y | -91.3% | +41.1% | -132.3% | -93.3% |
| All | +48.6% | +170.9% | -122.3% | -18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX 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 10y: compounded portfolio wealth divided by compounded KNX 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…
10y analysis · Full analysis span regression · 6 months rolling