-1.7%
PCOR vs KIM
+31.2%
-32.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.7% |
| 7D | +2.5% | -1.0% | +3.5% | +2.8% |
| 30D | +37.9% | +14.8% | +23.1% | +36.6% |
| 3M | +32.0% | +8.1% | +23.8% | +31.1% |
| 6M | +54.7% | +11.7% | +43.1% | +53.2% |
| YTD | +6.6% | +30.7% | -24.2% | -2.5% |
| 1Y | -1.7% | +29.7% | -31.4% | -9.4% |
| All | -1.7% | +31.2% | -32.9% | -9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling