-13.1%
PCOR vs KMX
-53.3%
+40.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.1% | -3.6% | -0.3% |
| 7D | +22.2% | -4.1% | +26.3% | +24.0% |
| 30D | +36.0% | +2.9% | +33.2% | +34.3% |
| 3M | +34.0% | -7.0% | +41.0% | +36.6% |
| 6M | +43.5% | +34.1% | +9.4% | +26.2% |
| YTD | +5.1% | +40.0% | -34.9% | -11.2% |
| 1Y | -3.9% | +67.2% | -71.2% | -24.8% |
| 3Y | +52.9% | -13.4% | +66.4% | +51.0% |
| 5Y | -18.7% | -65.1% | +46.4% | +11.1% |
| All | -13.1% | -53.3% | +40.2% | +19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 10y: compounded portfolio wealth divided by compounded KMX 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…
10y analysis · Full analysis span regression · 6 months rolling