+20.1%
KDP vs PHM
-14.7%
+34.8%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.2% |
| 7D | -1.6% | -3.9% | +2.3% | -0.7% |
| 30D | +9.5% | -8.6% | +18.0% | +11.6% |
| 3M | +2.6% | -2.9% | +5.6% | +3.2% |
| 6M | +15.6% | -5.7% | +21.3% | +16.9% |
| YTD | +17.3% | +1.9% | +15.5% | +16.6% |
| 1Y | +20.1% | -12.3% | +32.4% | +24.7% |
| All | +20.1% | -14.7% | +34.8% | +24.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling