-14.4%
PCOR vs KIM
+58.5%
-72.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | +0.1% | -0.1% |
| 7D | +22.7% | +4.1% | +18.6% | +20.1% |
| 30D | +37.5% | +16.8% | +20.7% | +25.1% |
| 3M | +35.2% | +5.7% | +29.5% | +30.7% |
| 6M | +42.2% | +9.7% | +32.6% | +33.4% |
| YTD | +3.6% | +30.2% | -26.7% | -13.9% |
| 1Y | -4.8% | +32.1% | -36.9% | -21.6% |
| 3Y | +48.3% | +58.6% | -10.2% | +7.0% |
| 5Y | -20.1% | +31.2% | -51.2% | -35.9% |
| All | -14.4% | +58.5% | -72.9% | -32.9% |
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