+560.9%
PHM vs KIM
+34.7%
+526.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.5% |
| 7D | -3.9% | -1.0% | -2.9% | -3.4% |
| 30D | -8.6% | -1.1% | -7.5% | -8.1% |
| 3M | -2.9% | -5.3% | +2.4% | -0.2% |
| 6M | -5.7% | +3.9% | -9.6% | -7.4% |
| YTD | +1.9% | +20.3% | -18.4% | -7.1% |
| 1Y | -12.3% | +10.4% | -22.8% | -16.6% |
| 3Y | +50.8% | +46.3% | +4.5% | +25.1% |
| 5Y | +157.3% | +37.6% | +119.7% | +119.9% |
| All | +560.9% | +34.7% | +526.3% | +378.7% |
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