+14.7%
KMB vs PHM
+545.0%
-530.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.2% | -4.0% |
| 7D | -8.6% | -3.9% | -4.8% | -8.0% |
| 30D | -7.5% | -8.6% | +1.0% | -6.2% |
| 3M | -0.6% | -2.9% | +2.3% | -0.2% |
| 6M | -1.5% | -5.7% | +4.2% | -0.8% |
| YTD | +1.6% | +1.9% | -0.3% | +1.1% |
| 1Y | -20.8% | -12.3% | -8.5% | -19.5% |
| 3Y | -12.4% | +50.8% | -63.2% | -19.0% |
| 5Y | -12.9% | +157.3% | -170.2% | -27.5% |
| 10Y | +14.7% | +566.5% | -551.8% | -18.5% |
| All | +14.7% | +545.0% | -530.3% | -18.5% |
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