+155.8%
KRE vs PHM
+428.5%
-272.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +1.3% | -3.2% | +4.5% | +2.6% |
| 30D | -2.7% | -6.4% | +3.8% | -0.3% |
| 3M | +8.2% | +5.5% | +2.7% | +5.2% |
| 6M | +12.8% | -5.4% | +18.3% | +14.3% |
| YTD | +17.5% | +6.6% | +10.9% | +12.9% |
| 1Y | +16.6% | -8.8% | +25.4% | +18.9% |
| 3Y | +79.5% | +54.1% | +25.3% | +45.0% |
| 5Y | +32.4% | +144.5% | -112.1% | -14.3% |
| 10Y | +124.1% | +569.4% | -445.3% | -11.2% |
| All | +155.8% | +428.5% | -272.7% | -31.9% |
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