+109.5%
KR vs PCOR
-9.0%
+118.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.4% |
| 7D | -0.5% | +22.2% | -22.7% | -0.8% |
| 30D | +10.3% | +36.0% | -25.7% | +10.0% |
| 3M | +20.7% | +34.0% | -13.3% | +20.3% |
| 6M | +4.9% | +43.5% | -38.6% | +4.3% |
| YTD | +10.7% | +5.1% | +5.6% | +10.2% |
| 1Y | +7.2% | -3.9% | +11.1% | +6.7% |
| 3Y | +65.7% | +52.9% | +12.8% | +63.2% |
| 5Y | +80.8% | -18.7% | +99.4% | +76.5% |
| All | +109.5% | -9.0% | +118.5% | +103.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling