-29.5%
PLUG vs KRMN
+35.0%
-64.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -9.4% | +0.6% | -6.5% |
| 7D | -8.1% | +26.2% | -34.4% | -14.0% |
| 30D | -20.5% | +34.3% | -54.8% | -27.4% |
| 3M | -45.9% | -34.6% | -11.3% | -40.8% |
| 6M | -65.2% | -35.2% | -30.0% | -62.3% |
| YTD | -37.1% | -44.6% | +7.6% | -27.6% |
| 1Y | -54.6% | -40.2% | -14.4% | -48.5% |
| All | -29.5% | +35.0% | -64.5% | -24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KRMN.
Daily Out/Under-Performance
Portfolio return minus KRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRMN 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 KRMN 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