-19.2%
KBH vs SPY
+11.8%
-31.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.4% | -2.4% |
| 7D | -6.5% | +3.3% | -9.8% | -8.9% |
| 30D | +15.3% | -2.7% | +18.0% | +17.7% |
| 3M | -12.8% | -1.7% | -11.0% | -11.7% |
| 6M | +4.2% | +3.1% | +1.1% | +0.9% |
| YTD | -12.6% | +11.9% | -24.4% | -22.4% |
| 1Y | -19.2% | +12.0% | -31.2% | -28.0% |
| All | -19.2% | +11.8% | -31.0% | -28.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling