+49.0%
PHM vs KIM
+45.1%
+3.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.4% |
| 7D | -3.9% | -1.0% | -2.9% | -3.2% |
| 30D | -8.6% | -1.1% | -7.5% | -7.9% |
| 3M | -2.9% | -5.3% | +2.4% | +1.0% |
| 6M | -5.7% | +3.9% | -9.6% | -8.2% |
| YTD | +1.9% | +20.3% | -18.4% | -10.9% |
| 1Y | -12.3% | +10.4% | -22.8% | -18.6% |
| All | +49.0% | +45.1% | +3.8% | +13.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling