+33.0%
KRE vs PLD
+14.8%
+18.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.3% | +0.9% |
| 7D | +1.3% | -2.4% | +3.7% | +2.5% |
| 30D | -2.7% | -2.4% | -0.2% | -1.5% |
| 3M | +8.2% | -3.8% | +12.0% | +9.9% |
| 6M | +12.8% | 0.0% | +12.8% | +12.2% |
| YTD | +17.5% | +9.2% | +8.3% | +11.5% |
| 1Y | +16.6% | +25.9% | -9.3% | +2.6% |
| 3Y | +79.5% | +21.3% | +58.2% | +57.8% |
| All | +33.0% | +14.8% | +18.2% | +17.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling