+93.0%
KEY vs PHM
+669.9%
-576.9%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | +0.4% |
| 7D | +1.8% | -6.1% | +7.9% | +4.6% |
| 30D | +7.1% | +13.7% | -6.6% | +0.8% |
| 3M | -5.9% | -1.5% | -4.4% | -5.9% |
| 6M | +2.2% | +11.3% | -9.1% | -3.9% |
| YTD | +6.4% | +8.9% | -2.5% | 0.0% |
| 1Y | +24.8% | +6.1% | +18.7% | +18.5% |
| 3Y | +125.2% | +57.7% | +67.6% | +72.5% |
| 5Y | +13.0% | +159.0% | -146.0% | -34.8% |
| All | +93.0% | +669.9% | -576.9% | -29.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling