-11.8%
PCOR vs KMX
-54.1%
+42.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.1% |
| 7D | +3.0% | +3.4% | -0.3% | +1.8% |
| 30D | +38.7% | +6.8% | +31.9% | +35.2% |
| 3M | +24.9% | -11.4% | +36.2% | +29.4% |
| 6M | +68.8% | +43.6% | +25.2% | +44.5% |
| YTD | +6.7% | +37.7% | -31.0% | -9.4% |
| 1Y | +3.0% | +53.0% | -50.0% | -16.5% |
| 3Y | +48.6% | -16.3% | +64.9% | +48.7% |
| 5Y | -12.7% | -64.2% | +51.6% | +18.9% |
| All | -11.8% | -54.1% | +42.3% | +21.6% |
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