+15.0%
KMB vs INVH
+75.4%
-60.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.3% | -0.3% |
| 7D | -6.5% | -3.0% | -3.5% | -5.7% |
| 30D | -8.8% | -7.5% | -1.3% | -6.8% |
| 3M | -2.2% | -5.5% | +3.4% | -0.6% |
| 6M | +0.7% | +11.7% | -11.1% | -2.3% |
| YTD | +1.0% | +1.3% | -0.3% | +0.5% |
| 1Y | -20.3% | -6.1% | -14.2% | -19.2% |
| 3Y | -13.3% | -9.8% | -3.5% | -12.0% |
| 5Y | -12.9% | -19.7% | +6.7% | -10.1% |
| All | +15.0% | +75.4% | -60.4% | -11.8% |
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 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