+1.9%
PLD vs KDP
+17.8%
-15.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.8% | +2.0% | +2.5% |
| 7D | +0.7% | +0.3% | +0.4% | +0.5% |
| 30D | +0.8% | +16.3% | -15.5% | -4.3% |
| 3M | -6.1% | +24.0% | -30.1% | -13.1% |
| 6M | -8.0% | +30.0% | -38.0% | -16.6% |
| YTD | +4.7% | +36.1% | -31.4% | -7.2% |
| 1Y | +7.2% | +46.8% | -39.6% | -7.9% |
| 3Y | +39.2% | +30.5% | +8.7% | +20.8% |
| 5Y | +1.9% | +17.9% | -16.0% | -6.6% |
| All | +1.9% | +17.8% | -15.9% | -6.6% |
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 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