+16.1%
KRE vs PHM
-12.7%
+28.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.4% |
| 7D | -1.8% | -5.0% | +3.2% | -0.3% |
| 30D | -4.5% | -8.4% | +3.9% | -1.9% |
| 3M | +2.7% | -4.4% | +7.2% | +3.5% |
| 6M | +16.9% | -3.7% | +20.6% | +16.8% |
| YTD | +15.4% | +1.3% | +14.1% | +11.2% |
| 1Y | +16.1% | -14.0% | +30.1% | +15.1% |
| All | +16.1% | -12.7% | +28.8% | +15.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling