+1,621.7%
PLD vs KMX
+695.8%
+925.9%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.8% |
| 7D | -0.8% | -7.4% | +6.6% | +0.9% |
| 30D | -0.3% | -3.4% | +3.1% | +0.3% |
| 3M | -8.0% | -11.3% | +3.3% | -5.9% |
| 6M | -9.8% | +30.6% | -40.4% | -16.1% |
| YTD | +1.8% | +33.2% | -31.4% | -6.8% |
| 1Y | +5.6% | +66.7% | -61.1% | -8.4% |
| 3Y | +33.3% | -22.1% | +55.3% | +33.7% |
| 5Y | +0.3% | -66.7% | +67.0% | +17.7% |
| 10Y | +241.6% | +1.9% | +239.7% | +198.3% |
| All | +1,621.7% | +695.8% | +925.9% | +985.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling