+12.8%
PHM vs KRMN
+17.4%
-4.6%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -11.3% | +10.3% | -0.2% |
| 7D | -3.9% | -12.9% | +9.0% | -3.0% |
| 30D | -8.6% | -43.3% | +34.8% | -5.1% |
| 3M | -2.9% | -27.2% | +24.3% | -1.2% |
| 6M | -5.7% | -66.8% | +61.1% | +0.3% |
| YTD | +1.9% | -51.9% | +53.7% | +5.6% |
| 1Y | -12.3% | -43.7% | +31.3% | -10.2% |
| All | +12.8% | +17.4% | -4.6% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KRMN.
Daily Out/Under-Performance
Portfolio return minus KRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRMN 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 KRMN 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