+118.1%
KR vs PCOR
-7.6%
+125.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.4% |
| 7D | +4.6% | +3.0% | +1.5% | +4.5% |
| 30D | +12.2% | +38.7% | -26.5% | +11.8% |
| 3M | +24.6% | +24.9% | -0.3% | +24.2% |
| 6M | +8.2% | +68.8% | -60.6% | +7.5% |
| YTD | +15.3% | +6.7% | +8.6% | +14.7% |
| 1Y | +9.8% | +3.0% | +6.8% | +9.2% |
| 3Y | +71.4% | +48.6% | +22.7% | +68.9% |
| 5Y | +85.1% | -12.7% | +97.7% | +80.4% |
| All | +118.1% | -7.6% | +125.7% | +111.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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