-14.6%
PCOR vs KIM
+46.3%
-60.9%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.2% | -4.1% | -4.2% |
| 7D | -9.0% | +0.4% | -9.4% | -9.2% |
| 30D | +4.2% | -4.0% | +8.1% | +6.3% |
| 3M | +14.4% | +0.5% | +13.9% | +13.5% |
| 6M | +0.2% | +3.6% | -3.4% | -2.9% |
| YTD | -20.3% | +20.4% | -40.7% | -29.6% |
| 1Y | -16.1% | +9.7% | -25.8% | -21.6% |
| All | -14.6% | +46.3% | -60.9% | -31.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling