+10.9%
KRE vs PLD
-0.1%
+11.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.1% | +0.5% |
| 7D | +0.3% | -0.8% | +1.1% | +0.7% |
| 30D | +4.8% | -0.3% | +5.1% | +4.8% |
| 3M | -5.1% | -8.0% | +3.0% | -1.1% |
| 6M | +3.3% | -9.8% | +13.1% | +8.3% |
| YTD | +13.3% | +1.8% | +11.6% | +11.3% |
| 1Y | +22.9% | +5.6% | +17.3% | +18.3% |
| 3Y | +82.1% | +33.3% | +48.8% | +53.1% |
| All | +10.9% | -0.1% | +11.0% | -6.3% |
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