+266.4%
KDP vs RMBS
+579.1%
-312.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.7% | -3.9% | +1.5% |
| 7D | +4.0% | +3.0% | +1.0% | +3.7% |
| 30D | +16.8% | -15.5% | +32.3% | +17.5% |
| 3M | +32.0% | -11.5% | +43.5% | +32.3% |
| 6M | +35.2% | -36.5% | +71.7% | +37.2% |
| YTD | +40.9% | -7.1% | +48.0% | +37.6% |
| 1Y | +47.7% | -18.7% | +66.3% | +45.5% |
| 3Y | +34.8% | +36.2% | -1.4% | +22.5% |
| 5Y | +22.6% | +252.0% | -229.4% | -8.2% |
| 10Y | +266.4% | +561.2% | -294.8% | +118.2% |
| All | +266.4% | +579.1% | -312.6% | +118.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 10y: compounded portfolio wealth divided by compounded RMBS 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…
10y analysis · Full analysis span regression · 6 months rolling