+5.1%
KDP vs PHM
+152.9%
-147.7%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.5% | +3.4% | +0.4% |
| 7D | +2.1% | -2.5% | +4.6% | +2.5% |
| 30D | +8.5% | -9.7% | +18.1% | +10.1% |
| 3M | +6.6% | +2.2% | +4.4% | +6.1% |
| 6M | +17.1% | -5.7% | +22.7% | +17.7% |
| YTD | +19.0% | +2.8% | +16.2% | +18.1% |
| 1Y | +21.8% | -14.4% | +36.2% | +23.9% |
| 3Y | +6.4% | +52.2% | -45.8% | -3.3% |
| 5Y | +5.1% | +154.3% | -149.1% | -15.4% |
| All | +5.1% | +152.9% | -147.7% | -15.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling