+231.7%
PLD vs KIM
+64.5%
+167.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | -0.8% | +4.1% | -4.9% | -2.4% |
| 30D | -0.3% | +16.8% | -17.1% | -6.6% |
| 3M | -8.0% | +5.7% | -13.7% | -10.2% |
| 6M | -9.8% | +9.7% | -19.5% | -13.3% |
| YTD | +1.8% | +30.2% | -28.4% | -8.9% |
| 1Y | +5.6% | +32.1% | -26.5% | -6.0% |
| 3Y | +33.3% | +58.6% | -25.3% | +11.3% |
| 5Y | +0.3% | +31.2% | -30.9% | -10.6% |
| All | +231.7% | +64.5% | +167.2% | +184.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 KIM 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