+65.4%
KNX vs PHM
-6.9%
+72.4%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.4% | +3.4% |
| 7D | +7.1% | -3.2% | +10.3% | +8.6% |
| 30D | +1.7% | -6.4% | +8.1% | +4.5% |
| 3M | -8.1% | +5.5% | -13.6% | -11.5% |
| 6M | +14.0% | -5.4% | +19.5% | +15.5% |
| YTD | +38.5% | +6.6% | +31.9% | +32.8% |
| 1Y | +65.4% | -8.8% | +74.3% | +64.7% |
| All | +65.4% | -6.9% | +72.4% | +64.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling