+1,747.8%
PLD vs KIM
+805.5%
+942.3%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.6% | -0.6% |
| 7D | -2.4% | +0.4% | -2.8% | -2.7% |
| 30D | -2.4% | -4.0% | +1.6% | +0.5% |
| 3M | -3.8% | +0.5% | -4.3% | -4.3% |
| 6M | 0.0% | +3.6% | -3.6% | -2.7% |
| YTD | +9.2% | +20.4% | -11.2% | -4.9% |
| 1Y | +25.9% | +9.7% | +16.2% | +17.2% |
| 3Y | +21.3% | +46.0% | -24.7% | -8.9% |
| 5Y | +14.1% | +34.4% | -20.3% | -11.2% |
| 10Y | +237.9% | +29.3% | +208.6% | +99.1% |
| All | +1,747.8% | +805.5% | +942.3% | +285.7% |
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