+261.0%
PLD vs KMX
-1.1%
+262.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.1% |
| 7D | -1.0% | -2.3% | +1.3% | -0.4% |
| 30D | -1.8% | +6.3% | -8.2% | -3.7% |
| 3M | -6.0% | -7.4% | +1.3% | -4.6% |
| 6M | -8.4% | +37.9% | -46.3% | -17.2% |
| YTD | +4.2% | +39.5% | -35.2% | -7.6% |
| 1Y | +6.2% | +57.9% | -51.6% | -9.4% |
| 3Y | +37.0% | -15.0% | +51.9% | +34.7% |
| 5Y | +1.2% | -64.1% | +65.3% | +21.7% |
| All | +261.0% | -1.1% | +262.1% | +219.3% |
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