+766.6%
KGC vs INVH
+79.4%
+687.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | -0.1% | -2.3% | +2.2% | +0.5% |
| 30D | +10.5% | -5.7% | +16.2% | +12.2% |
| 3M | +19.8% | -4.5% | +24.3% | +21.0% |
| 6M | -6.7% | +11.0% | -17.6% | -9.7% |
| YTD | +7.8% | +3.7% | +4.1% | +6.0% |
| 1Y | +35.7% | -2.8% | +38.5% | +35.8% |
| 3Y | +553.7% | -7.1% | +560.8% | +559.2% |
| 5Y | +461.7% | -19.4% | +481.1% | +481.2% |
| All | +766.6% | +79.4% | +687.1% | +667.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling