+261.0%
PLD vs KDP
+265.9%
-4.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.8% | -0.6% |
| 7D | -1.0% | +4.0% | -5.0% | -2.2% |
| 30D | -1.8% | +16.8% | -18.6% | -6.6% |
| 3M | -6.0% | +32.0% | -38.1% | -14.1% |
| 6M | -8.4% | +35.2% | -43.5% | -17.1% |
| YTD | +4.2% | +40.9% | -36.7% | -7.3% |
| 1Y | +6.2% | +47.7% | -41.4% | -7.0% |
| 3Y | +37.0% | +34.8% | +2.2% | +21.6% |
| 5Y | +1.2% | +22.6% | -21.5% | -7.1% |
| All | +261.0% | +265.9% | -4.9% | +169.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KDP.
Daily Out/Under-Performance
Portfolio return minus KDP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KDP 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 10y: compounded portfolio wealth divided by compounded KDP 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…
10y analysis · Full analysis span regression · 6 months rolling