+445.9%
KGC vs INVH
-20.2%
+466.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -5.6% | -3.0% | -2.6% | -4.5% |
| 30D | +6.1% | -7.5% | +13.7% | +9.4% |
| 3M | +17.3% | -5.5% | +22.9% | +19.6% |
| 6M | -10.3% | +11.7% | -22.0% | -14.9% |
| YTD | +3.9% | +1.3% | +2.5% | +2.2% |
| 1Y | +25.7% | -6.1% | +31.8% | +27.8% |
| 3Y | +526.0% | -9.8% | +535.7% | +538.7% |
| All | +445.9% | -20.2% | +466.1% | +478.9% |
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