+1,844.7%
KMB vs PHM
+12,230.3%
-10,385.6%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.1% | -1.6% |
| 7D | +0.5% | +6.2% | -5.8% | -0.3% |
| 30D | +12.4% | +17.9% | -5.6% | +10.1% |
| 3M | +1.0% | +2.5% | -1.5% | +0.6% |
| 6M | +12.1% | +10.8% | +1.4% | +10.6% |
| YTD | +11.6% | +13.7% | -2.1% | +9.6% |
| 1Y | +13.1% | +12.4% | +0.8% | +11.1% |
| 3Y | +1.6% | +65.6% | -64.1% | -5.9% |
| 5Y | -0.3% | +175.3% | -175.7% | -14.5% |
| 10Y | +37.9% | +713.9% | -676.0% | +0.3% |
| All | +1,844.7% | +12,230.3% | -10,385.6% | +665.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling