+14.5%
KEY vs INVH
-21.7%
+36.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.1% | +0.2% |
| 7D | +2.9% | -0.9% | +3.8% | +3.4% |
| 30D | +8.4% | +1.2% | +7.3% | +7.7% |
| 3M | -5.8% | -10.4% | +4.6% | -0.3% |
| 6M | +5.4% | -3.6% | +9.1% | +7.0% |
| YTD | +7.1% | -0.1% | +7.1% | +5.9% |
| 1Y | +26.8% | -0.7% | +27.5% | +25.6% |
| 3Y | +128.7% | -4.6% | +133.3% | +129.3% |
| All | +14.5% | -21.7% | +36.1% | +23.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling