+76.4%
INVH vs KIM
+51.6%
+24.7%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -1.7% |
| 7D | -3.1% | -1.5% | -1.6% | -2.5% |
| 30D | -7.5% | -1.7% | -5.8% | -6.8% |
| 3M | -6.3% | -7.1% | +0.9% | -3.5% |
| 6M | +9.4% | +2.9% | +6.6% | +8.2% |
| YTD | +1.4% | +18.8% | -17.4% | -5.3% |
| 1Y | -4.1% | +9.4% | -13.5% | -7.6% |
| 3Y | -9.2% | +44.6% | -53.8% | -22.0% |
| 5Y | -19.6% | +37.9% | -57.6% | -30.0% |
| All | +76.4% | +51.6% | +24.7% | +33.4% |
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