+4,143.0%
KR vs PHM
+10,944.2%
-6,801.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.2% |
| 7D | -3.1% | -3.9% | +0.8% | -2.5% |
| 30D | +0.6% | -8.6% | +9.2% | +1.8% |
| 3M | -9.8% | -2.9% | -6.9% | -9.6% |
| 6M | -22.1% | -5.7% | -16.4% | -21.9% |
| YTD | -8.1% | +1.9% | -10.0% | -8.9% |
| 1Y | -14.7% | -12.3% | -2.3% | -13.8% |
| 3Y | +28.6% | +50.8% | -22.2% | +18.2% |
| 5Y | +36.4% | +157.3% | -120.9% | +14.1% |
| 10Y | +120.8% | +566.5% | -445.8% | +52.6% |
| All | +4,143.0% | +10,944.2% | -6,801.2% | +1,121.2% |
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