-14.1%
PCOR vs KIM
+59.2%
-73.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.6% |
| 7D | +23.7% | +5.0% | +18.7% | +20.4% |
| 30D | +39.0% | +15.8% | +23.2% | +27.1% |
| 3M | +35.8% | +4.3% | +31.5% | +32.3% |
| 6M | +38.2% | +11.4% | +26.9% | +28.4% |
| YTD | +3.9% | +30.8% | -26.9% | -13.8% |
| 1Y | +5.7% | +31.4% | -25.8% | -12.8% |
| 3Y | +44.8% | +57.7% | -12.9% | +4.8% |
| 5Y | -19.8% | +31.7% | -51.5% | -35.9% |
| All | -14.1% | +59.2% | -73.3% | -32.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling