-11.9%
PCOR vs KMX
-53.5%
+41.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.2% | +1.8% |
| 7D | +2.5% | -2.3% | +4.8% | +3.3% |
| 30D | +37.9% | +6.3% | +31.6% | +34.7% |
| 3M | +32.0% | -7.4% | +39.3% | +34.7% |
| 6M | +54.7% | +37.9% | +16.8% | +34.6% |
| YTD | +6.6% | +39.5% | -32.9% | -9.9% |
| 1Y | -1.7% | +57.9% | -59.5% | -21.2% |
| 3Y | +49.0% | -15.0% | +63.9% | +48.2% |
| 5Y | -12.5% | -64.1% | +51.6% | +18.8% |
| All | -11.9% | -53.5% | +41.6% | +20.9% |
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