+249.1%
KBH vs SPY
+308.5%
-59.4%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.4% | -2.3% |
| 7D | -6.5% | +3.3% | -9.8% | -10.2% |
| 30D | +15.3% | -2.7% | +18.0% | +18.9% |
| 3M | -12.8% | -1.7% | -11.0% | -11.1% |
| 6M | +4.2% | +3.1% | +1.1% | -0.3% |
| YTD | -12.6% | +11.9% | -24.4% | -24.6% |
| 1Y | -19.2% | +12.0% | -31.2% | -30.5% |
| 3Y | -0.6% | +78.2% | -78.7% | -54.9% |
| 5Y | +23.2% | +73.2% | -50.0% | -40.9% |
| All | +249.1% | +308.5% | -59.4% | -52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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