-42.1%
KWEB vs PHM
+156.2%
-198.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.1% |
| 7D | -5.6% | -5.0% | -0.6% | -4.0% |
| 30D | -10.7% | -8.4% | -2.2% | -8.2% |
| 3M | -7.4% | -4.4% | -3.0% | -6.7% |
| 6M | -19.3% | -3.7% | -15.6% | -19.3% |
| YTD | -27.8% | +1.3% | -29.0% | -29.4% |
| 1Y | -35.9% | -14.0% | -21.9% | -33.9% |
| 3Y | -1.9% | +48.1% | -50.1% | -22.3% |
| All | -42.1% | +156.2% | -198.2% | -67.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling