+1,117.5%
KDP vs PHM
+919.7%
+197.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | +1.3% | -3.2% | +4.5% | +1.8% |
| 30D | +6.0% | -6.4% | +12.4% | +7.0% |
| 3M | +9.2% | +5.5% | +3.7% | +8.1% |
| 6M | +14.7% | -5.4% | +20.1% | +15.3% |
| YTD | +19.2% | +6.6% | +12.6% | +17.5% |
| 1Y | +15.2% | -8.8% | +24.0% | +16.1% |
| 3Y | +6.0% | +54.1% | -48.1% | -3.2% |
| 5Y | +5.4% | +144.5% | -139.1% | -12.1% |
| 10Y | +171.9% | +569.4% | -397.5% | +86.5% |
| All | +1,117.5% | +919.7% | +197.8% | +580.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling