-8.0%
KMB vs PHM
+145.9%
-154.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | -3.0% | -3.2% | +0.1% | -2.5% |
| 30D | -5.5% | -6.4% | +1.0% | -4.5% |
| 3M | +14.0% | +5.5% | +8.5% | +13.0% |
| 6M | +4.1% | -5.4% | +9.5% | +4.7% |
| YTD | +8.0% | +6.6% | +1.5% | +6.9% |
| 1Y | -13.7% | -8.8% | -4.9% | -13.1% |
| 3Y | -5.9% | +54.1% | -60.1% | -12.3% |
| All | -8.0% | +145.9% | -154.0% | -23.3% |
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