+655.3%
KGC vs PHM
+557.7%
+97.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.1% | -2.2% | -3.8% |
| 7D | -8.4% | -6.4% | -2.1% | -7.1% |
| 30D | +6.3% | -12.1% | +18.4% | +9.4% |
| 3M | +22.4% | -1.5% | +24.0% | +22.7% |
| 6M | -11.4% | -6.0% | -5.4% | -10.4% |
| YTD | +3.1% | -0.3% | +3.4% | +3.0% |
| 1Y | +26.6% | -13.3% | +40.0% | +29.7% |
| 3Y | +525.6% | +47.6% | +478.0% | +461.4% |
| 5Y | +451.7% | +154.7% | +296.9% | +332.4% |
| All | +655.3% | +557.7% | +97.6% | +430.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling