+30.8%
KBH vs SPY
+67.4%
-36.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.3% | -2.9% | -2.9% |
| 7D | +5.8% | -2.7% | +8.5% | +8.8% |
| 30D | +15.3% | -5.4% | +20.7% | +22.0% |
| 3M | -11.0% | -4.1% | -6.9% | -7.1% |
| 6M | +3.0% | +0.7% | +2.3% | +1.8% |
| YTD | -8.9% | +8.7% | -17.6% | -17.3% |
| 1Y | -14.9% | +10.9% | -25.8% | -24.5% |
| 3Y | +4.9% | +75.0% | -70.1% | -47.7% |
| All | +30.8% | +67.4% | -36.6% | -30.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling