+59.6%
KEYS vs PHM
+16.2%
+43.4%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +7.2% | -13.5% | -6.9% |
| 7D | -14.8% | +13.6% | -28.4% | -16.1% |
| 30D | -25.6% | +19.3% | -44.9% | -27.3% |
| 3M | -16.2% | +3.5% | -19.7% | -15.5% |
| 6M | -18.6% | +18.6% | -37.2% | -22.6% |
| YTD | +40.7% | +16.7% | +24.0% | +32.9% |
| 1Y | +59.6% | +14.6% | +45.0% | +51.3% |
| All | +59.6% | +16.2% | +43.4% | +51.3% |
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