-0.7%
PLD vs KDP
+16.7%
-17.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | -0.7% |
| 7D | +1.3% | -0.8% | +2.1% | +1.5% |
| 30D | -1.4% | +9.7% | -11.1% | -4.7% |
| 3M | -8.2% | +17.6% | -25.8% | -13.5% |
| 6M | -8.0% | +25.8% | -33.8% | -15.8% |
| YTD | +3.2% | +33.9% | -30.7% | -8.2% |
| 1Y | +7.0% | +38.9% | -31.9% | -6.2% |
| 3Y | +38.3% | +26.8% | +11.5% | +21.4% |
| All | -0.7% | +16.7% | -17.4% | -8.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling