+90.1%
KEYS vs INVH
-20.2%
+110.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.1% | +4.1% | +4.0% |
| 7D | +3.5% | -3.0% | +6.5% | +4.8% |
| 30D | -4.5% | -7.5% | +3.0% | -1.4% |
| 3M | -0.4% | -5.5% | +5.1% | +1.3% |
| 6M | +19.1% | +11.7% | +7.4% | +11.4% |
| YTD | +66.7% | +1.3% | +65.3% | +62.7% |
| 1Y | +96.5% | -6.1% | +102.5% | +98.9% |
| 3Y | +155.2% | -9.8% | +164.9% | +159.1% |
| All | +90.1% | -20.2% | +110.2% | +109.4% |
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