-13.5%
KHC vs PHM
+152.9%
-166.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.5% | +3.7% | +0.7% |
| 7D | -2.2% | -2.5% | +0.3% | -1.9% |
| 30D | -0.1% | -9.7% | +9.6% | +1.4% |
| 3M | +8.3% | +2.2% | +6.1% | +7.9% |
| 6M | +5.0% | -5.7% | +10.6% | +5.6% |
| YTD | +8.0% | +2.8% | +5.2% | +7.1% |
| 1Y | -1.1% | -14.4% | +13.3% | +0.5% |
| 3Y | -10.7% | +52.2% | -62.9% | -16.6% |
| 5Y | -13.5% | +154.3% | -167.8% | -26.7% |
| All | -13.5% | +152.9% | -166.4% | -26.7% |
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