+257.2%
PLD vs KMB
+39.0%
+218.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | -0.8% |
| 7D | +1.3% | +0.9% | +0.4% | +0.9% |
| 30D | -1.4% | +10.1% | -11.5% | -5.8% |
| 3M | -8.2% | 0.0% | -8.2% | -8.6% |
| 6M | -8.0% | +15.7% | -23.7% | -14.8% |
| YTD | +3.2% | +12.6% | -9.5% | -3.7% |
| 1Y | +7.0% | +10.1% | -3.1% | +1.0% |
| 3Y | +38.3% | +2.1% | +36.1% | +30.7% |
| 5Y | +0.2% | -0.7% | +0.9% | -4.7% |
| All | +257.2% | +39.0% | +218.3% | +191.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KMB.
Daily Out/Under-Performance
Portfolio return minus KMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMB 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 KMB 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