-19.3%
KWEB vs INVH
+75.4%
-94.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.7% | +0.7% |
| 7D | -5.6% | -3.0% | -2.6% | -4.7% |
| 30D | -10.7% | -7.5% | -3.2% | -8.6% |
| 3M | -7.4% | -5.5% | -1.9% | -6.0% |
| 6M | -19.3% | +11.7% | -31.0% | -22.3% |
| YTD | -27.8% | +1.3% | -29.1% | -28.5% |
| 1Y | -35.9% | -6.1% | -29.9% | -35.2% |
| 3Y | -1.9% | -9.8% | +7.8% | -0.8% |
| 5Y | -43.2% | -19.7% | -23.5% | -41.2% |
| All | -19.3% | +75.4% | -94.6% | -31.2% |
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