+98.0%
PLD vs KEEL
+280.1%
-182.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -7.3% | +6.4% | -0.7% |
| 7D | -2.8% | +2.7% | -5.5% | -3.0% |
| 30D | -3.6% | +4.6% | -8.2% | -4.0% |
| 3M | -7.1% | -34.5% | +27.4% | -6.2% |
| 6M | +0.2% | +59.3% | -59.0% | -2.7% |
| YTD | +6.9% | +46.4% | -39.5% | +3.7% |
| 1Y | +25.0% | +96.6% | -71.5% | +18.8% |
| 3Y | +20.8% | +182.0% | -161.2% | +9.7% |
| 5Y | +16.2% | -38.2% | +54.4% | +6.0% |
| All | +98.0% | +280.1% | -182.1% | +68.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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