+3,576.2%
PHM vs KMX
+450.6%
+3,125.6%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.3% | +0.8% | -2.2% |
| 7D | -2.5% | -0.7% | -1.8% | -2.3% |
| 30D | -9.7% | +4.1% | -13.8% | -10.8% |
| 3M | +2.2% | +27.5% | -25.3% | -5.9% |
| 6M | -5.7% | +43.6% | -49.2% | -17.1% |
| YTD | +2.8% | +56.8% | -53.9% | -12.7% |
| 1Y | -14.4% | -1.3% | -13.1% | -17.9% |
| 3Y | +52.2% | -25.4% | +77.6% | +56.3% |
| 5Y | +154.3% | -53.9% | +208.2% | +193.3% |
| 10Y | +545.9% | +0.7% | +545.2% | +476.2% |
| All | +3,576.2% | +450.6% | +3,125.6% | +1,769.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling