+272.2%
PLD vs KR
+159.4%
+112.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.2% |
| 7D | -1.0% | +0.8% | -1.8% | -1.1% |
| 30D | -1.8% | +11.1% | -12.9% | -3.1% |
| 3M | -6.0% | +24.4% | -30.4% | -8.6% |
| 6M | -8.4% | +8.5% | -16.9% | -9.5% |
| YTD | +4.2% | +13.1% | -8.9% | +2.1% |
| 1Y | +6.2% | +9.3% | -3.1% | +4.4% |
| 3Y | +37.0% | +69.3% | -32.3% | +25.0% |
| 5Y | +1.2% | +83.2% | -82.1% | -8.9% |
| 10Y | +272.2% | +154.6% | +117.6% | +214.9% |
| All | +272.2% | +159.4% | +112.8% | +214.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR 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 KR 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