-20.1%
PCOR vs KMX
-66.8%
+46.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.8% | +0.4% |
| 7D | +22.7% | -7.4% | +30.1% | +26.1% |
| 30D | +37.5% | -3.4% | +40.8% | +38.8% |
| 3M | +35.2% | -11.3% | +46.5% | +40.3% |
| 6M | +42.2% | +30.6% | +11.7% | +25.9% |
| YTD | +3.6% | +33.2% | -29.7% | -11.4% |
| 1Y | -4.8% | +66.7% | -71.5% | -26.2% |
| 3Y | +48.3% | -22.1% | +70.4% | +52.9% |
| All | -20.1% | -66.8% | +46.6% | +40.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling