+1,643.3%
PLD vs KMB
+464.6%
+1,178.7%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.5% | -3.7% | -2.8% |
| 7D | +0.4% | +0.4% | 0.0% | +0.1% |
| 30D | -0.1% | +14.1% | -14.2% | -6.2% |
| 3M | -7.9% | -0.5% | -7.4% | -8.2% |
| 6M | -7.0% | +16.6% | -23.5% | -14.1% |
| YTD | +3.1% | +13.7% | -10.7% | -4.2% |
| 1Y | +7.1% | +16.1% | -9.0% | -1.4% |
| 3Y | +32.9% | +4.7% | +28.2% | +25.2% |
| 5Y | +1.5% | +1.5% | 0.0% | -3.5% |
| 10Y | +245.9% | +40.5% | +205.4% | +178.5% |
| All | +1,643.3% | +464.6% | +1,178.7% | +835.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling