+256.8%
PLD vs KIM
+65.6%
+191.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.0% | +1.8% | +2.4% |
| 7D | +0.7% | +2.8% | -2.1% | -0.5% |
| 30D | +0.8% | +16.3% | -15.5% | -5.4% |
| 3M | -6.1% | +6.6% | -12.8% | -8.7% |
| 6M | -8.0% | +12.3% | -20.3% | -12.4% |
| YTD | +4.7% | +31.6% | -26.9% | -6.6% |
| 1Y | +7.2% | +31.5% | -24.3% | -4.4% |
| 3Y | +39.2% | +68.0% | -28.8% | +13.8% |
| 5Y | +1.9% | +38.7% | -36.8% | -10.7% |
| 10Y | +256.8% | +65.7% | +191.0% | +202.3% |
| All | +256.8% | +65.6% | +191.2% | +202.3% |
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