+7,363.6%
PHM vs KIM
+3,058.9%
+4,304.7%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -3.2% | +0.4% | -3.6% | -3.5% |
| 30D | -6.4% | -4.0% | -2.5% | -4.3% |
| 3M | +5.5% | +0.5% | +4.9% | +5.2% |
| 6M | -5.4% | +3.6% | -9.1% | -7.2% |
| YTD | +6.6% | +20.4% | -13.8% | -4.0% |
| 1Y | -8.8% | +9.7% | -18.5% | -13.5% |
| 3Y | +54.1% | +46.0% | +8.1% | +24.2% |
| 5Y | +144.5% | +34.4% | +110.0% | +104.7% |
| 10Y | +569.4% | +29.3% | +540.1% | +391.2% |
| All | +7,363.6% | +3,058.9% | +4,304.7% | +2,165.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling