+546.9%
PHM vs KIM
+33.1%
+513.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.5% |
| 7D | -6.4% | -1.5% | -4.9% | -5.7% |
| 30D | -12.1% | -1.7% | -10.4% | -11.4% |
| 3M | -1.5% | -7.1% | +5.6% | +2.2% |
| 6M | -6.0% | +2.9% | -8.9% | -7.2% |
| YTD | -0.3% | +18.8% | -19.1% | -8.5% |
| 1Y | -13.3% | +9.4% | -22.8% | -17.2% |
| 3Y | +47.6% | +44.6% | +3.0% | +23.2% |
| 5Y | +154.7% | +37.9% | +116.8% | +117.7% |
| All | +546.9% | +33.1% | +513.9% | +371.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded KIM 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling