+96.5%
KEYS vs INVH
-4.3%
+100.8%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.1% | +4.1% | +4.0% |
| 7D | +3.5% | -3.0% | +6.5% | +3.1% |
| 30D | -4.5% | -7.5% | +3.0% | -5.5% |
| 3M | -0.4% | -5.5% | +5.1% | -1.5% |
| 6M | +19.1% | +11.7% | +7.4% | +15.3% |
| YTD | +66.7% | +1.3% | +65.3% | +62.5% |
| 1Y | +96.5% | -6.1% | +102.5% | +96.5% |
| All | +96.5% | -4.3% | +100.8% | +96.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling