+177.6%
KEEL vs PHM
-6.9%
+184.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.1% | +3.5% | +3.6% |
| 7D | +7.8% | -3.2% | +11.0% | +8.1% |
| 30D | -11.7% | -6.4% | -5.3% | -11.2% |
| 3M | -41.5% | +5.5% | -47.0% | -43.1% |
| 6M | +54.9% | -5.4% | +60.4% | +49.2% |
| YTD | +47.7% | +6.6% | +41.1% | +45.3% |
| 1Y | +177.6% | -8.8% | +186.4% | +155.1% |
| All | +177.6% | -6.9% | +184.5% | +155.1% |
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