+1,886.5%
KMB vs PHM
+12,054.4%
-10,167.9%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.9% | +2.8% | -0.6% |
| 7D | +6.0% | +2.9% | +3.1% | +5.6% |
| 30D | +13.5% | +16.5% | -3.0% | +11.3% |
| 3M | +3.8% | +0.6% | +3.1% | +3.6% |
| 6M | +15.6% | +11.6% | +4.0% | +13.9% |
| YTD | +14.0% | +12.1% | +1.9% | +12.1% |
| 1Y | +12.9% | +9.6% | +3.3% | +11.3% |
| 3Y | +3.7% | +62.3% | -58.6% | -3.6% |
| 5Y | -0.1% | +170.4% | -170.5% | -14.1% |
| 10Y | +41.1% | +683.0% | -641.9% | +3.1% |
| All | +1,886.5% | +12,054.4% | -10,167.9% | +683.1% |
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