+240.1%
PLD vs KNX
+170.9%
+69.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.3% | -1.0% |
| 7D | -2.8% | -0.5% | -2.4% | -2.7% |
| 30D | -3.6% | +1.0% | -4.7% | -4.1% |
| 3M | -7.1% | -12.6% | +5.5% | -3.8% |
| 6M | +0.2% | +21.1% | -20.9% | -6.6% |
| YTD | +6.9% | +33.2% | -26.3% | -3.8% |
| 1Y | +25.0% | +67.8% | -42.7% | +3.8% |
| 3Y | +20.8% | +37.3% | -16.6% | +5.0% |
| 5Y | +16.2% | +41.1% | -24.9% | -1.1% |
| All | +240.1% | +170.9% | +69.2% | +154.2% |
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