+22.2%
PLD vs KNX
+36.2%
-14.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.8% | +0.8% | -1.2% |
| 7D | -0.7% | +2.3% | -3.0% | -1.4% |
| 30D | -2.2% | +0.5% | -2.7% | -2.6% |
| 3M | -7.4% | -14.1% | +6.8% | -3.4% |
| 6M | +1.9% | +19.8% | -17.8% | -5.2% |
| YTD | +7.9% | +32.7% | -24.8% | -3.8% |
| 1Y | +25.1% | +62.3% | -37.2% | +2.4% |
| All | +22.2% | +36.2% | -14.0% | +7.8% |
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