+38.3%
PLD vs KNX
+33.3%
+5.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.3% | -3.2% | -0.9% |
| 7D | +1.3% | +9.2% | -7.9% | -1.2% |
| 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% | -11.6% |
| YTD | +3.2% | +23.1% | -20.0% | -6.4% |
| 1Y | +7.0% | +47.1% | -40.0% | -9.3% |
| 3Y | +38.3% | +33.3% | +5.0% | +14.8% |
| All | +38.3% | +33.3% | +5.0% | +14.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling