+663.5%
PHM vs KIM
+63.6%
+599.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.1% |
| 7D | -4.1% | +0.1% | -4.3% | -4.2% |
| 30D | +16.1% | +14.1% | +2.0% | +8.9% |
| 3M | -2.5% | +6.0% | -8.5% | -5.1% |
| 6M | +12.9% | +13.2% | -0.3% | +6.3% |
| YTD | +9.0% | +30.4% | -21.4% | -4.3% |
| 1Y | +8.2% | +31.0% | -22.9% | -5.3% |
| 3Y | +58.4% | +67.6% | -9.2% | +23.3% |
| 5Y | +159.2% | +35.8% | +123.4% | +122.4% |
| All | +663.5% | +63.6% | +599.9% | +417.1% |
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