+38.7%
KNX vs PHM
+156.2%
-117.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +23.4% |
| YTD | +31.1% | +1.3% | +29.9% | +28.9% |
| 1Y | +60.2% | -14.0% | +74.2% | +68.6% |
| 3Y | +35.8% | +48.1% | -12.4% | +9.9% |
| All | +38.7% | +156.2% | -117.4% | -15.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling