-10.7%
KHC vs PHM
+52.3%
-63.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.5% | +3.7% | +0.8% |
| 7D | -2.2% | -2.5% | +0.3% | -1.8% |
| 30D | -0.1% | -9.7% | +9.6% | +1.7% |
| 3M | +8.3% | +2.2% | +6.1% | +7.8% |
| 6M | +5.0% | -5.7% | +10.6% | +5.7% |
| YTD | +8.0% | +2.8% | +5.2% | +6.9% |
| 1Y | -1.1% | -14.4% | +13.3% | +0.9% |
| 3Y | -10.7% | +52.2% | -62.9% | -21.6% |
| All | -10.7% | +52.3% | -63.0% | -21.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling