+133.4%
KR vs PHM
+568.1%
-434.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.6% | +1.1% | +2.6% |
| 7D | -0.2% | -5.0% | +4.8% | +0.2% |
| 30D | +5.1% | -8.4% | +13.5% | +5.7% |
| 3M | -8.2% | -4.4% | -3.7% | -7.9% |
| 6M | -18.0% | -3.7% | -14.3% | -17.9% |
| YTD | -4.8% | +1.3% | -6.1% | -5.1% |
| 1Y | -11.0% | -14.0% | +3.0% | -10.3% |
| 3Y | +37.7% | +48.1% | -10.5% | +31.0% |
| 5Y | +52.8% | +158.8% | -106.0% | +36.2% |
| All | +133.4% | +568.1% | -434.7% | +93.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling