+75.0%
KEEL vs PHM
-12.7%
+87.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.6% | +2.2% | +3.6% |
| 7D | +2.9% | -5.0% | +7.9% | +3.5% |
| 30D | +0.8% | -8.4% | +9.3% | +1.9% |
| 3M | -35.3% | -4.4% | -30.9% | -36.0% |
| 6M | +59.4% | -3.7% | +63.1% | +55.3% |
| YTD | +51.9% | +1.3% | +50.6% | +48.2% |
| 1Y | +75.0% | -14.0% | +89.0% | +66.4% |
| All | +75.0% | -12.7% | +87.7% | +66.4% |
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 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