+240.3%
PLD vs KMX
+0.4%
+239.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.3% | +5.1% | +2.0% |
| 7D | -0.9% | -0.7% | -0.2% | -0.7% |
| 30D | -1.2% | +4.1% | -5.3% | -2.4% |
| 3M | -2.3% | +27.5% | -29.8% | -9.1% |
| 6M | +4.5% | +43.6% | -39.1% | -6.8% |
| YTD | +10.1% | +56.8% | -46.6% | -4.9% |
| 1Y | +25.9% | -1.3% | +27.2% | +21.6% |
| 3Y | +24.4% | -25.4% | +49.8% | +27.3% |
| 5Y | +15.5% | -53.9% | +69.4% | +29.0% |
| 10Y | +240.3% | +0.7% | +239.6% | +206.9% |
| All | +240.3% | +0.4% | +239.8% | +206.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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