+231.7%
PLD vs KDP
+231.8%
-0.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.0% |
| 7D | -0.8% | +2.2% | -3.0% | -1.6% |
| 30D | -0.3% | +19.9% | -20.2% | -5.9% |
| 3M | -8.0% | +21.5% | -29.5% | -13.8% |
| 6M | -9.8% | +30.1% | -39.9% | -17.6% |
| YTD | +1.8% | +34.9% | -33.2% | -8.4% |
| 1Y | +5.6% | +43.4% | -37.8% | -6.9% |
| 3Y | +33.3% | +29.1% | +4.2% | +19.7% |
| 5Y | +0.3% | +15.0% | -14.7% | -6.2% |
| All | +231.7% | +231.8% | -0.2% | +145.3% |
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