+327.7%
PLD vs KDP
+1,132.0%
-804.3%
-83.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.3% |
| 7D | -2.4% | +1.3% | -3.7% | -3.1% |
| 30D | -2.4% | +6.0% | -8.4% | -5.7% |
| 3M | -3.8% | +9.2% | -13.0% | -9.0% |
| 6M | 0.0% | +14.7% | -14.7% | -8.4% |
| YTD | +9.2% | +19.2% | -10.0% | -2.4% |
| 1Y | +25.9% | +15.2% | +10.7% | +13.8% |
| 3Y | +21.3% | +6.0% | +15.3% | +11.7% |
| 5Y | +14.1% | +5.4% | +8.7% | +4.6% |
| 10Y | +237.9% | +171.9% | +66.0% | +50.1% |
| All | +327.7% | +1,132.0% | -804.3% | -57.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling