-68.0%
PLUG vs KNX
+33.3%
-101.3%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +3.3% | -13.8% | -12.1% |
| 7D | -23.4% | +9.2% | -32.7% | -26.9% |
| 30D | -23.4% | +0.9% | -24.4% | -24.0% |
| 3M | -51.7% | -12.7% | -39.0% | -48.6% |
| 6M | -72.0% | +7.3% | -79.3% | -73.6% |
| YTD | -43.7% | +23.1% | -66.8% | -52.4% |
| 1Y | -55.4% | +47.1% | -102.5% | -66.4% |
| 3Y | -68.0% | +33.3% | -101.3% | -81.0% |
| All | -68.0% | +33.3% | -101.3% | -81.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling