+249.9%
PLD vs KMI
+132.8%
+117.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.3% | -1.4% |
| 7D | -0.7% | -1.8% | +1.1% | 0.0% |
| 30D | -2.2% | +0.1% | -2.3% | -2.4% |
| 3M | -7.4% | +1.2% | -8.5% | -8.0% |
| 6M | +1.9% | -3.9% | +5.8% | +2.9% |
| YTD | +7.9% | +17.5% | -9.6% | +0.9% |
| 1Y | +25.1% | +22.6% | +2.4% | +14.8% |
| 3Y | +21.9% | +116.3% | -94.4% | -10.6% |
| 5Y | +16.3% | +157.6% | -141.3% | -20.3% |
| 10Y | +249.9% | +136.6% | +113.3% | +142.7% |
| All | +249.9% | +132.8% | +117.1% | +142.7% |
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