+148.6%
KRE vs PHM
+440.5%
-291.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +0.7% | -4.1% | +4.9% | +2.4% |
| 30D | +6.1% | +16.1% | -10.0% | -0.3% |
| 3M | -5.9% | -2.5% | -3.4% | -5.5% |
| 6M | +9.6% | +12.9% | -3.3% | +3.3% |
| YTD | +14.2% | +9.0% | +5.2% | +8.3% |
| 1Y | +22.5% | +8.2% | +14.3% | +16.5% |
| 3Y | +90.4% | +58.4% | +31.9% | +51.9% |
| 5Y | +11.9% | +159.2% | -147.3% | -29.4% |
| 10Y | +88.8% | +676.9% | -588.1% | -29.7% |
| All | +148.6% | +440.5% | -291.9% | -34.7% |
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