+82.6%
KO vs INVH
-20.2%
+102.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +0.2% | -3.0% | +3.2% | +1.0% |
| 30D | +1.8% | -7.5% | +9.3% | +3.8% |
| 3M | +7.7% | -5.5% | +13.2% | +9.3% |
| 6M | +15.3% | +11.7% | +3.5% | +12.2% |
| YTD | +28.0% | +1.3% | +26.6% | +27.4% |
| 1Y | +34.3% | -6.1% | +40.3% | +36.1% |
| 3Y | +63.8% | -9.8% | +73.6% | +66.0% |
| All | +82.6% | -20.2% | +102.7% | +88.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling