+2,341.7%
KLAC vs INVH
+75.4%
+2,266.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.0% | +2.0% |
| 7D | -2.7% | -3.0% | +0.3% | -1.1% |
| 30D | -13.2% | -7.5% | -5.6% | -9.7% |
| 3M | -25.0% | -5.5% | -19.5% | -23.4% |
| 6M | +23.6% | +11.7% | +11.9% | +14.4% |
| YTD | +49.2% | +1.3% | +47.9% | +45.0% |
| 1Y | +89.3% | -6.1% | +95.4% | +91.1% |
| 3Y | +274.4% | -9.8% | +284.1% | +276.2% |
| 5Y | +440.9% | -19.7% | +460.6% | +476.1% |
| All | +2,341.7% | +75.4% | +2,266.4% | +1,584.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling