+35.8%
KNX vs PHM
+49.3%
-13.6%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.1% | -2.2% |
| 7D | -5.6% | -5.0% | -0.6% | -3.5% |
| 30D | -4.4% | -8.4% | +4.0% | -0.8% |
| 3M | -17.3% | -4.4% | -12.9% | -16.3% |
| 6M | +22.6% | -3.7% | +26.4% | +23.3% |
| YTD | +31.1% | +1.3% | +29.9% | +28.8% |
| 1Y | +60.2% | -14.0% | +74.2% | +68.5% |
| 3Y | +35.8% | +48.1% | -12.4% | +11.0% |
| All | +35.8% | +49.3% | -13.6% | +11.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling