+16.3%
PLD vs KNX
+38.8%
-22.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.8% | +0.8% | -1.1% |
| 7D | -0.7% | +2.3% | -3.0% | -1.5% |
| 30D | -2.2% | +0.5% | -2.7% | -2.6% |
| 3M | -7.4% | -14.1% | +6.8% | -2.9% |
| 6M | +1.9% | +19.8% | -17.8% | -6.0% |
| YTD | +7.9% | +32.7% | -24.8% | -4.9% |
| 1Y | +25.1% | +62.3% | -37.2% | +0.8% |
| 3Y | +21.9% | +36.8% | -15.0% | +2.7% |
| 5Y | +16.3% | +41.8% | -25.5% | -8.0% |
| All | +16.3% | +38.8% | -22.5% | -8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling