+186.1%
KO vs INVH
+75.5%
+110.6%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +1.0% |
| 7D | -1.1% | -3.1% | +2.0% | -0.1% |
| 30D | +1.6% | -7.5% | +9.0% | +4.2% |
| 3M | +5.8% | -6.3% | +12.0% | +8.0% |
| 6M | +14.3% | +9.4% | +4.8% | +10.8% |
| YTD | +27.3% | +1.4% | +25.9% | +26.2% |
| 1Y | +33.2% | -4.1% | +37.3% | +34.3% |
| 3Y | +64.5% | -9.2% | +73.7% | +66.4% |
| 5Y | +83.1% | -19.6% | +102.7% | +90.5% |
| All | +186.1% | +75.5% | +110.6% | +126.0% |
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