+272.2%
PLD vs KIM
+63.9%
+208.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.2% | 0.0% |
| 7D | -1.0% | -1.0% | 0.0% | -0.6% |
| 30D | -1.8% | +14.8% | -16.6% | -7.4% |
| 3M | -6.0% | +8.1% | -14.2% | -9.2% |
| 6M | -8.4% | +11.7% | -20.0% | -12.5% |
| YTD | +4.2% | +30.7% | -26.5% | -6.8% |
| 1Y | +6.2% | +29.7% | -23.5% | -4.7% |
| 3Y | +37.0% | +65.1% | -28.1% | +12.7% |
| 5Y | +1.2% | +34.7% | -33.5% | -10.5% |
| 10Y | +272.2% | +64.1% | +208.1% | +219.4% |
| All | +272.2% | +63.9% | +208.3% | +219.4% |
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