+1,621.7%
PLD vs KIM
+879.2%
+742.6%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -0.9% |
| 7D | -0.8% | +4.1% | -4.9% | -3.7% |
| 30D | -0.3% | +16.8% | -17.1% | -11.2% |
| 3M | -8.0% | +5.7% | -13.7% | -11.9% |
| 6M | -9.8% | +9.7% | -19.5% | -16.0% |
| YTD | +1.8% | +30.2% | -28.4% | -16.5% |
| 1Y | +5.6% | +32.1% | -26.5% | -14.3% |
| 3Y | +33.3% | +58.6% | -25.3% | -5.9% |
| 5Y | +0.3% | +31.2% | -30.9% | -20.3% |
| 10Y | +241.6% | +66.7% | +174.9% | +62.9% |
| All | +1,621.7% | +879.2% | +742.6% | +238.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling