+2,295.0%
KLAC vs INVH
+75.5%
+2,219.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.2% | -0.9% | -2.0% |
| 7D | +2.5% | -3.1% | +5.6% | +4.1% |
| 30D | -11.5% | -7.5% | -4.0% | -8.0% |
| 3M | -16.9% | -6.3% | -10.7% | -14.8% |
| 6M | +22.2% | +9.4% | +12.8% | +14.4% |
| YTD | +46.4% | +1.4% | +44.9% | +42.2% |
| 1Y | +91.0% | -4.1% | +95.1% | +90.5% |
| 3Y | +264.6% | -9.2% | +273.7% | +264.9% |
| 5Y | +430.6% | -19.6% | +450.2% | +464.9% |
| All | +2,295.0% | +75.5% | +2,219.5% | +1,551.8% |
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