-41.4%
PCOR vs KMX
-50.1%
+8.7%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.0% | -5.3% | -4.6% |
| 7D | -9.0% | +1.9% | -10.9% | -9.6% |
| 30D | +4.2% | +11.7% | -7.5% | 0.0% |
| 3M | +14.4% | +34.9% | -20.5% | +1.3% |
| 6M | +0.2% | +50.3% | -50.1% | -16.2% |
| YTD | -20.3% | +63.8% | -84.0% | -36.2% |
| 1Y | -16.1% | +3.8% | -20.0% | -20.6% |
| 3Y | -14.7% | -24.3% | +9.6% | -8.8% |
| All | -41.4% | -50.1% | +8.7% | -23.5% |
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