+31.5%
KBH vs SPY
+82.0%
-50.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.3% |
| 7D | -4.8% | +0.1% | -4.9% | -4.9% |
| 30D | -11.0% | +0.1% | -11.1% | -11.0% |
| 3M | +0.8% | +2.0% | -1.2% | -1.5% |
| 6M | -11.7% | +13.0% | -24.7% | -22.7% |
| YTD | -6.1% | +13.5% | -19.7% | -18.4% |
| 1Y | -19.4% | +20.0% | -39.3% | -34.3% |
| 3Y | +5.8% | +77.2% | -71.4% | -47.2% |
| All | +31.5% | +82.0% | -50.5% | -36.6% |
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