+4,711.0%
KNX vs PHM
+5,774.2%
-1,063.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -1.9% | -2.6% |
| 7D | +2.3% | -3.9% | +6.2% | +3.4% |
| 30D | +0.5% | -8.6% | +9.0% | +2.8% |
| 3M | -14.1% | -2.9% | -11.2% | -13.7% |
| 6M | +19.8% | -5.7% | +25.5% | +21.2% |
| YTD | +32.7% | +1.9% | +30.9% | +31.5% |
| 1Y | +62.3% | -12.3% | +74.6% | +67.2% |
| 3Y | +36.8% | +50.8% | -13.9% | +21.0% |
| 5Y | +41.8% | +157.3% | -115.5% | +7.6% |
| 10Y | +169.7% | +566.5% | -396.9% | +50.5% |
| All | +4,711.0% | +5,774.2% | -1,063.2% | +1,607.4% |
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