-0.7%
PLD vs KMX
-64.6%
+63.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.2% |
| 7D | +1.3% | +3.4% | -2.0% | +0.5% |
| 30D | -1.4% | +6.8% | -8.2% | -3.2% |
| 3M | -8.2% | -11.4% | +3.2% | -5.9% |
| 6M | -8.0% | +43.6% | -51.6% | -17.2% |
| YTD | +3.2% | +37.7% | -34.6% | -7.7% |
| 1Y | +7.0% | +53.0% | -46.0% | -7.2% |
| 3Y | +38.3% | -16.3% | +54.6% | +37.9% |
| All | -0.7% | -64.6% | +63.8% | +16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling