+461.7%
KGC vs PHM
+152.6%
+309.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.5% |
| 7D | -0.1% | -3.9% | +3.8% | +1.0% |
| 30D | +10.5% | -8.6% | +19.0% | +13.1% |
| 3M | +19.8% | -2.9% | +22.7% | +20.5% |
| 6M | -6.7% | -5.7% | -1.0% | -5.6% |
| YTD | +7.8% | +1.9% | +5.9% | +6.9% |
| 1Y | +35.7% | -12.3% | +48.0% | +39.1% |
| 3Y | +553.7% | +50.8% | +502.9% | +457.2% |
| 5Y | +461.7% | +157.3% | +304.4% | +287.2% |
| All | +461.7% | +152.6% | +309.1% | +287.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling