-15.0%
KGC vs PHM
+7.9%
-22.9%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.6% | +0.1% |
| 7D | +0.2% | -4.8% | +5.0% | +2.4% |
| 30D | -8.8% | +16.5% | -25.4% | -14.6% |
| 3M | -21.1% | -2.0% | -19.1% | -20.6% |
| 6M | -32.3% | +12.7% | -45.0% | -35.9% |
| YTD | -23.5% | +11.2% | -34.6% | -26.3% |
| 1Y | -15.0% | +7.7% | -22.7% | -17.8% |
| All | -15.0% | +7.9% | -22.9% | -17.8% |
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 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