-4.3%
KGC vs PHM
+16.2%
-20.5%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +7.2% | +0.3% | +4.5% |
| 7D | -6.8% | +13.6% | -20.4% | -11.5% |
| 30D | -9.2% | +19.3% | -28.5% | -15.7% |
| 3M | -9.1% | +3.5% | -12.6% | -10.7% |
| 6M | -25.7% | +18.6% | -44.2% | -31.1% |
| YTD | -23.6% | +16.7% | -40.3% | -27.9% |
| 1Y | -4.3% | +14.6% | -18.9% | -8.9% |
| All | -4.3% | +16.2% | -20.5% | -8.9% |
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