+303.5%
PLD vs KDP
+1,304.6%
-1,001.2%
-83.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.3% |
| 7D | +0.4% | +4.5% | -4.1% | -2.1% |
| 30D | -0.1% | +18.5% | -18.6% | -9.2% |
| 3M | -7.9% | +20.8% | -28.8% | -17.6% |
| 6M | -7.0% | +29.4% | -36.4% | -20.3% |
| YTD | +3.1% | +35.9% | -32.8% | -14.7% |
| 1Y | +7.1% | +42.5% | -35.4% | -13.8% |
| 3Y | +32.9% | +29.4% | +3.5% | +9.2% |
| 5Y | +1.5% | +15.8% | -14.3% | -11.6% |
| 10Y | +245.9% | +236.5% | +9.4% | +33.7% |
| All | +303.5% | +1,304.6% | -1,001.2% | -63.1% |
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