+427.5%
PLD vs KWEB
+28.2%
+399.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.7% | -1.1% |
| 7D | -2.4% | -1.0% | -1.4% | -2.2% |
| 30D | -2.4% | -8.7% | +6.3% | -0.8% |
| 3M | -3.8% | -4.0% | +0.2% | -3.2% |
| 6M | 0.0% | -13.1% | +13.2% | +2.3% |
| YTD | +9.2% | -23.5% | +32.7% | +14.3% |
| 1Y | +25.9% | -27.2% | +53.1% | +32.8% |
| 3Y | +21.3% | -2.1% | +23.4% | +18.7% |
| 5Y | +14.1% | -40.8% | +54.9% | +18.4% |
| 10Y | +237.9% | -17.5% | +255.3% | +205.4% |
| All | +427.5% | +28.2% | +399.3% | +289.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 KWEB 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