+23.0%
KEY vs PHM
+14.7%
+8.3%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.6% | +0.1% | +2.0% |
| 7D | -0.4% | +3.5% | -3.9% | -1.3% |
| 30D | +7.2% | +21.2% | -14.0% | +1.6% |
| 3M | -4.9% | +2.5% | -7.4% | -5.9% |
| 6M | +1.1% | +16.1% | -15.0% | -3.9% |
| YTD | +6.8% | +16.6% | -9.8% | -0.5% |
| All | +23.0% | +14.7% | +8.3% | +15.4% |
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