+257.2%
PLD vs KNX
+105.1%
+152.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.3% | -3.2% | -0.9% |
| 7D | +1.3% | +9.2% | -7.9% | -1.3% |
| 30D | -1.4% | +0.9% | -2.3% | -1.8% |
| 3M | -8.2% | -12.7% | +4.6% | -4.8% |
| 6M | -8.0% | +7.3% | -15.3% | -11.2% |
| YTD | +3.2% | +23.1% | -20.0% | -5.4% |
| 1Y | +7.0% | +47.1% | -40.0% | -7.4% |
| 3Y | +38.3% | +33.3% | +5.0% | +21.0% |
| 5Y | +0.2% | +12.1% | -11.9% | -9.5% |
| All | +257.2% | +105.1% | +152.1% | +164.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX 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 KNX 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