+12.2%
KEY vs PHM
+175.2%
-163.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.4% | +0.2% |
| 7D | -1.3% | +6.2% | -7.5% | -3.7% |
| 30D | +5.1% | +17.9% | -12.8% | -1.6% |
| 3M | -7.1% | +2.5% | -9.6% | -8.5% |
| 6M | -4.4% | +10.8% | -15.2% | -9.1% |
| YTD | +4.0% | +13.7% | -9.7% | -3.1% |
| 1Y | +23.4% | +12.4% | +11.1% | +15.4% |
| 3Y | +113.9% | +65.6% | +48.3% | +65.0% |
| All | +12.2% | +175.2% | -163.0% | -36.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling