+491.9%
KO vs PLD
+1,708.5%
-1,216.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.7% |
| 7D | -1.8% | -2.4% | +0.6% | -1.3% |
| 30D | +1.4% | -2.4% | +3.9% | +1.9% |
| 3M | +15.4% | -3.8% | +19.2% | +16.1% |
| 6M | +14.3% | 0.0% | +14.3% | +14.1% |
| YTD | +27.7% | +9.2% | +18.4% | +25.3% |
| 1Y | +32.7% | +25.9% | +6.8% | +26.7% |
| 3Y | +62.2% | +21.3% | +40.9% | +53.9% |
| 5Y | +80.0% | +14.1% | +65.9% | +71.0% |
| 10Y | +175.6% | +237.9% | -62.2% | +115.9% |
| All | +491.9% | +1,708.5% | -1,216.6% | +222.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PLD.
Daily Out/Under-Performance
Portfolio return minus PLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLD 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 PLD 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