-11.8%
PCOR vs KIM
+58.7%
-70.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.2% | +0.3% |
| 7D | +3.0% | +0.1% | +2.9% | +3.0% |
| 30D | +38.7% | +14.1% | +24.6% | +28.0% |
| 3M | +24.9% | +6.0% | +18.9% | +20.5% |
| 6M | +68.8% | +13.2% | +55.5% | +55.1% |
| YTD | +6.7% | +30.4% | -23.7% | -11.3% |
| 1Y | +3.0% | +31.0% | -28.0% | -14.8% |
| 3Y | +48.6% | +67.6% | -19.0% | +3.4% |
| 5Y | -12.7% | +35.8% | -48.4% | -30.4% |
| All | -11.8% | +58.7% | -70.5% | -30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 KIM 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