+280.1%
KEEL vs PHM
+296.5%
-16.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -2.1% | -5.2% | -6.2% |
| 7D | +2.7% | -6.4% | +9.0% | +5.9% |
| 30D | +4.6% | -12.1% | +16.6% | +11.0% |
| 3M | -34.5% | -1.5% | -32.9% | -35.3% |
| 6M | +59.3% | -6.0% | +65.3% | +61.5% |
| YTD | +46.4% | -0.3% | +46.7% | +42.9% |
| 1Y | +96.6% | -13.3% | +109.9% | +104.5% |
| 3Y | +182.0% | +47.6% | +134.4% | +123.0% |
| 5Y | -38.2% | +154.7% | -193.0% | -61.1% |
| All | +280.1% | +296.5% | -16.4% | +169.6% |
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