+1,080.2%
KEYS vs PHM
+661.9%
+418.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.5% | +5.4% | +3.0% |
| 7D | +4.4% | -2.5% | +6.9% | +5.2% |
| 30D | -2.2% | -9.7% | +7.4% | +0.7% |
| 3M | +0.5% | +2.2% | -1.7% | -1.0% |
| 6M | +22.4% | -5.7% | +28.1% | +23.4% |
| YTD | +64.1% | +2.8% | +61.3% | +60.5% |
| 1Y | +97.0% | -14.4% | +111.4% | +103.6% |
| 3Y | +152.0% | +52.2% | +99.8% | +114.5% |
| 5Y | +83.7% | +154.3% | -70.5% | +30.6% |
| 10Y | +997.9% | +545.9% | +452.0% | +439.2% |
| All | +1,080.2% | +661.9% | +418.4% | +466.1% |
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 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