+52.9%
PCOR vs KIM
+62.3%
-9.4%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.5% | +0.9% |
| 7D | +22.2% | +2.8% | +19.4% | +20.5% |
| 30D | +36.0% | +16.3% | +19.7% | +25.3% |
| 3M | +34.0% | +6.6% | +27.4% | +29.4% |
| 6M | +43.5% | +12.3% | +31.2% | +33.5% |
| YTD | +5.1% | +31.6% | -26.4% | -12.7% |
| 1Y | -3.9% | +31.5% | -35.4% | -20.3% |
| 3Y | +52.9% | +68.0% | -15.1% | +4.1% |
| All | +52.9% | +62.3% | -9.4% | +4.1% |
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