+180.4%
KDP vs INVH
+79.7%
+100.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | 0.0% |
| 7D | +2.1% | -3.1% | +5.2% | +3.0% |
| 30D | +8.5% | -7.1% | +15.5% | +10.8% |
| 3M | +6.6% | -3.0% | +9.6% | +7.6% |
| 6M | +17.1% | +10.1% | +7.0% | +14.0% |
| YTD | +19.0% | +3.8% | +15.2% | +17.6% |
| 1Y | +21.8% | -2.1% | +23.9% | +22.2% |
| 3Y | +6.4% | -7.0% | +13.5% | +7.3% |
| 5Y | +5.1% | -20.6% | +25.7% | +9.4% |
| All | +180.4% | +79.7% | +100.7% | +147.1% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded INVH 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling