+48.5%
KDP vs PHM
+10.2%
+38.2%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.9% | +5.6% | +2.8% |
| 7D | +8.2% | +2.9% | +5.3% | +7.3% |
| 30D | +18.4% | +16.5% | +1.9% | +14.0% |
| 3M | +29.2% | +0.6% | +28.6% | +28.4% |
| 6M | +32.3% | +11.6% | +20.7% | +28.6% |
| YTD | +38.5% | +12.1% | +26.4% | +35.2% |
| 1Y | +48.5% | +9.6% | +38.9% | +46.1% |
| All | +48.5% | +10.2% | +38.2% | +46.1% |
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