+129.3%
KMI vs INVH
+75.5%
+53.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -0.5% |
| 7D | -2.1% | -3.1% | +1.1% | -0.7% |
| 30D | -1.7% | -7.5% | +5.8% | +1.7% |
| 3M | -1.9% | -6.3% | +4.4% | +0.8% |
| 6M | -4.3% | +9.4% | -13.8% | -8.6% |
| YTD | +15.8% | +1.4% | +14.4% | +14.0% |
| 1Y | +17.6% | -4.1% | +21.7% | +18.5% |
| 3Y | +113.1% | -9.2% | +122.3% | +116.7% |
| 5Y | +154.0% | -19.6% | +173.6% | +167.9% |
| All | +129.3% | +75.5% | +53.8% | +62.7% |
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 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