+247.9%
KDP vs PHM
+670.5%
-422.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.6% |
| 7D | -0.8% | -4.1% | +3.3% | -0.1% |
| 30D | +9.7% | +16.1% | -6.4% | +7.0% |
| 3M | +17.6% | -2.5% | +20.1% | +18.0% |
| 6M | +25.8% | +12.9% | +12.9% | +22.9% |
| YTD | +33.9% | +9.0% | +24.9% | +31.3% |
| 1Y | +38.9% | +8.2% | +30.7% | +36.3% |
| 3Y | +26.8% | +58.4% | -31.7% | +14.3% |
| 5Y | +16.3% | +159.2% | -142.8% | -6.2% |
| All | +247.9% | +670.5% | -422.7% | +136.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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