-8.8%
PHM vs KMX
+5.0%
-13.8%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.1% |
| 7D | -3.2% | +1.9% | -5.1% | -3.5% |
| 30D | -6.4% | +11.7% | -18.1% | -8.5% |
| 3M | +5.5% | +34.9% | -29.4% | -0.7% |
| 6M | -5.4% | +50.3% | -55.7% | -13.6% |
| YTD | +6.6% | +63.8% | -57.2% | -4.1% |
| 1Y | -8.8% | +3.8% | -12.7% | -14.4% |
| All | -8.8% | +5.0% | -13.8% | -14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 1y: compounded portfolio wealth divided by compounded KMX 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…
1y analysis · Full analysis span regression · 6 months rolling