+1,314.5%
KDP vs PHM
+972.4%
+342.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.9% | +5.6% | +2.4% |
| 7D | +8.2% | +2.9% | +5.3% | +7.7% |
| 30D | +18.4% | +16.5% | +1.9% | +15.5% |
| 3M | +29.2% | +0.6% | +28.6% | +29.0% |
| 6M | +32.3% | +11.6% | +20.7% | +29.7% |
| YTD | +38.5% | +12.1% | +26.4% | +35.4% |
| 1Y | +48.5% | +9.6% | +38.9% | +45.6% |
| 3Y | +32.5% | +62.3% | -29.8% | +20.1% |
| 5Y | +19.7% | +170.4% | -150.7% | -1.7% |
| 10Y | +256.4% | +683.0% | -426.6% | +138.8% |
| All | +1,314.5% | +972.4% | +342.1% | +683.3% |
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