+96.5%
KEYS vs PHM
-12.7%
+109.2%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.6% | +2.4% | +3.6% |
| 7D | +3.5% | -5.0% | +8.5% | +4.7% |
| 30D | -4.5% | -8.4% | +4.0% | -2.5% |
| 3M | -0.4% | -4.4% | +4.0% | -0.6% |
| 6M | +19.1% | -3.7% | +22.9% | +17.8% |
| YTD | +66.7% | +1.3% | +65.4% | +61.4% |
| 1Y | +96.5% | -14.0% | +110.5% | +94.4% |
| All | +96.5% | -12.7% | +109.2% | +94.4% |
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