+1,747.8%
PLD vs KNX
+2,473.1%
-725.3%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.8% | -4.5% | -1.9% |
| 7D | -2.4% | +7.4% | -9.8% | -4.6% |
| 30D | -2.4% | +2.0% | -4.4% | -3.2% |
| 3M | -3.8% | -7.9% | +4.1% | -1.8% |
| 6M | 0.0% | +14.4% | -14.3% | -5.4% |
| YTD | +9.2% | +38.9% | -29.7% | -3.4% |
| 1Y | +25.9% | +65.9% | -40.0% | +4.3% |
| 3Y | +21.3% | +35.8% | -14.5% | +5.3% |
| 5Y | +14.1% | +43.3% | -29.2% | -4.0% |
| 10Y | +237.9% | +179.6% | +58.2% | +113.6% |
| All | +1,747.8% | +2,473.1% | -725.3% | +735.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling