+692.1%
PHM vs KIM
+63.9%
+628.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | -4.8% | -1.0% | -3.8% | -4.2% |
| 30D | +16.5% | +14.8% | +1.7% | +8.9% |
| 3M | -2.0% | +8.1% | -10.1% | -5.6% |
| 6M | +12.7% | +11.7% | +1.0% | +6.8% |
| YTD | +11.2% | +30.7% | -19.6% | -2.6% |
| 1Y | +7.7% | +29.7% | -22.0% | -5.2% |
| 3Y | +60.9% | +65.1% | -4.2% | +26.1% |
| 5Y | +167.7% | +34.7% | +133.0% | +130.4% |
| 10Y | +692.1% | +64.1% | +628.0% | +430.7% |
| All | +692.1% | +63.9% | +628.2% | +430.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling