+179.8%
KDP vs PHM
+545.0%
-365.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.3% |
| 7D | -1.6% | -3.9% | +2.3% | -0.9% |
| 30D | +9.5% | -8.6% | +18.0% | +11.1% |
| 3M | +2.6% | -2.9% | +5.6% | +3.0% |
| 6M | +15.6% | -5.7% | +21.3% | +16.3% |
| YTD | +17.3% | +1.9% | +15.5% | +16.4% |
| 1Y | +20.1% | -12.3% | +32.4% | +22.0% |
| 3Y | +4.9% | +50.8% | -45.9% | -4.7% |
| 5Y | +5.0% | +157.3% | -152.3% | -15.3% |
| 10Y | +179.8% | +566.5% | -386.8% | +93.9% |
| All | +179.8% | +545.0% | -365.2% | +93.9% |
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