+124.7%
KNX vs INVH
+75.4%
+49.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.5% | -1.5% |
| 7D | -5.6% | -3.0% | -2.6% | -4.5% |
| 30D | -4.4% | -7.5% | +3.1% | -1.6% |
| 3M | -17.3% | -5.5% | -11.8% | -15.6% |
| 6M | +22.6% | +11.7% | +10.9% | +17.1% |
| YTD | +31.1% | +1.3% | +29.8% | +29.7% |
| 1Y | +60.2% | -6.1% | +66.3% | +62.8% |
| 3Y | +35.8% | -9.8% | +45.5% | +38.6% |
| 5Y | +38.9% | -19.7% | +58.6% | +46.3% |
| All | +124.7% | +75.4% | +49.3% | +76.3% |
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