+1,078.2%
KEY vs PHM
+11,456.8%
-10,378.6%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | +2.2% | -3.2% | +5.4% | +3.5% |
| 30D | -3.0% | -6.4% | +3.4% | -0.7% |
| 3M | +3.3% | +5.5% | -2.2% | +0.6% |
| 6M | +9.2% | -5.4% | +14.6% | +10.5% |
| YTD | +10.6% | +6.6% | +4.1% | +6.5% |
| 1Y | +20.4% | -8.8% | +29.2% | +22.5% |
| 3Y | +121.8% | +54.1% | +67.7% | +81.4% |
| 5Y | +41.1% | +144.5% | -103.3% | -6.2% |
| 10Y | +168.5% | +569.4% | -400.9% | +16.6% |
| All | +1,078.2% | +11,456.8% | -10,378.6% | +142.8% |
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