+879.6%
KBH vs SPY
+3,091.8%
-2,212.2%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.4% |
| 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% | -2.0% |
| 6M | -11.7% | +13.0% | -24.7% | -25.0% |
| YTD | -6.1% | +13.5% | -19.7% | -21.0% |
| 1Y | -19.4% | +20.0% | -39.3% | -37.2% |
| 3Y | +5.8% | +77.2% | -71.4% | -52.2% |
| 5Y | +31.0% | +81.9% | -50.9% | -42.1% |
| 10Y | +284.5% | +314.1% | -29.6% | -41.6% |
| All | +879.6% | +3,091.8% | -2,212.2% | -82.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling