+17.6%
KDP vs RMBS
+11.7%
+5.9%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.2% |
| 7D | -3.7% | +1.8% | -5.4% | -3.6% |
| 30D | +6.2% | -13.9% | +20.1% | +5.9% |
| 3M | +1.2% | -39.8% | +41.0% | +0.6% |
| 6M | +15.3% | -6.0% | +21.4% | +15.8% |
| YTD | +14.8% | -5.4% | +20.2% | +14.3% |
| 1Y | +17.6% | -1.8% | +19.4% | +18.7% |
| All | +17.6% | +11.7% | +5.9% | +18.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling