+17.0%
KDP vs PHM
+175.2%
-158.3%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.4% |
| 7D | +2.2% | +6.2% | -4.0% | +1.2% |
| 30D | +19.9% | +17.9% | +2.0% | +16.8% |
| 3M | +21.5% | +2.5% | +19.0% | +20.8% |
| 6M | +30.1% | +10.8% | +19.3% | +27.7% |
| YTD | +34.9% | +13.7% | +21.2% | +31.7% |
| 1Y | +43.4% | +12.4% | +31.0% | +40.1% |
| 3Y | +29.1% | +65.6% | -36.6% | +15.9% |
| All | +17.0% | +175.2% | -158.3% | -7.9% |
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 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