+40.9%
KNX vs PHM
+16.2%
+24.8%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +7.2% | -7.9% | -3.5% |
| 7D | +2.5% | +13.6% | -11.1% | -3.0% |
| 30D | -4.4% | +19.3% | -23.7% | -11.5% |
| 3M | -12.7% | +3.5% | -16.2% | -14.0% |
| 6M | +0.9% | +18.6% | -17.7% | -8.3% |
| YTD | +20.3% | +16.7% | +3.6% | +9.7% |
| 1Y | +40.9% | +14.6% | +26.3% | +29.3% |
| All | +40.9% | +16.2% | +24.8% | +29.3% |
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 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