+256.8%
PLD vs KMI
+151.5%
+105.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.0% | +0.8% | +2.1% |
| 7D | +0.7% | -6.5% | +7.2% | +3.1% |
| 30D | +0.8% | -5.1% | +5.9% | +2.6% |
| 3M | -6.1% | 0.0% | -6.1% | -6.5% |
| 6M | -8.0% | -0.9% | -7.1% | -8.2% |
| YTD | +4.7% | +15.4% | -10.7% | -1.8% |
| 1Y | +7.2% | +19.5% | -12.3% | -0.8% |
| 3Y | +39.2% | +116.3% | -77.1% | +1.5% |
| 5Y | +1.9% | +136.6% | -134.7% | -28.3% |
| 10Y | +256.8% | +139.6% | +117.2% | +143.1% |
| All | +256.8% | +151.5% | +105.3% | +143.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KMI.
Daily Out/Under-Performance
Portfolio return minus KMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMI 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 KMI 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