+80.5%
KR vs PCOR
-30.9%
+111.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.3% | +4.4% | +0.2% |
| 7D | +1.5% | -9.0% | +10.5% | +1.6% |
| 30D | +4.1% | +4.2% | -0.1% | +4.0% |
| 3M | -5.2% | +14.4% | -19.6% | -5.5% |
| 6M | -12.8% | +0.2% | -12.9% | -13.0% |
| YTD | -4.6% | -20.3% | +15.6% | -4.7% |
| 1Y | -11.7% | -16.1% | +4.5% | -11.8% |
| 3Y | +36.3% | -14.7% | +51.0% | +35.4% |
| 5Y | +40.0% | -43.2% | +83.1% | +37.4% |
| All | +80.5% | -30.9% | +111.4% | +75.9% |
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