+1,643.3%
PLD vs KIM
+883.4%
+759.9%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.2% | -1.4% |
| 7D | +0.4% | +5.0% | -4.5% | -3.1% |
| 30D | -0.1% | +15.8% | -15.9% | -10.4% |
| 3M | -7.9% | +4.3% | -12.2% | -11.0% |
| 6M | -7.0% | +11.4% | -18.3% | -14.3% |
| YTD | +3.1% | +30.8% | -27.7% | -15.7% |
| 1Y | +7.1% | +31.4% | -24.4% | -12.8% |
| 3Y | +32.9% | +57.7% | -24.8% | -5.7% |
| 5Y | +1.5% | +31.7% | -30.2% | -19.5% |
| 10Y | +245.9% | +67.4% | +178.5% | +64.5% |
| All | +1,643.3% | +883.4% | +759.9% | +241.8% |
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