-34.1%
PCOR vs KIM
+46.6%
-80.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.7% |
| 3M | +14.4% | +0.5% | +13.9% | +13.4% |
| 6M | +0.2% | +3.6% | -3.4% | -3.3% |
| YTD | -20.3% | +20.4% | -40.7% | -30.5% |
| 1Y | -16.1% | +9.7% | -25.8% | -22.3% |
| 3Y | -14.7% | +46.0% | -60.7% | -35.7% |
| 5Y | -43.2% | +34.4% | -77.6% | -53.0% |
| All | -34.1% | +46.6% | -80.7% | -45.8% |
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