+145.4%
KEYS vs PHM
+47.0%
+98.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -0.9% |
| 7D | +0.9% | -6.4% | +7.3% | +3.2% |
| 30D | -5.3% | -12.1% | +6.8% | -1.2% |
| 3M | +0.5% | -1.5% | +2.1% | -0.3% |
| 6M | +14.0% | -6.0% | +20.1% | +14.8% |
| YTD | +60.3% | -0.3% | +60.6% | +57.0% |
| 1Y | +91.3% | -13.3% | +104.7% | +97.3% |
| All | +145.4% | +47.0% | +98.4% | +97.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling