-0.7%
PLD vs KIM
+34.6%
-35.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.2% |
| 7D | +1.3% | +0.1% | +1.2% | +1.3% |
| 30D | -1.4% | +14.1% | -15.5% | -10.7% |
| 3M | -8.2% | +6.0% | -14.2% | -12.2% |
| 6M | -8.0% | +13.2% | -21.2% | -16.3% |
| YTD | +3.2% | +30.4% | -27.2% | -15.6% |
| 1Y | +7.0% | +31.0% | -24.0% | -12.8% |
| 3Y | +38.3% | +67.6% | -29.3% | -5.9% |
| All | -0.7% | +34.6% | -35.3% | -20.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling