+5.0%
KDP vs RMBS
+269.8%
-264.8%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.4% |
| 7D | -1.6% | +3.5% | -5.0% | -1.6% |
| 30D | +9.5% | -8.6% | +18.1% | +9.5% |
| 3M | +2.6% | -40.3% | +42.9% | +3.2% |
| 6M | +15.6% | -1.0% | +16.6% | +15.1% |
| YTD | +17.3% | -4.6% | +21.9% | +16.5% |
| 1Y | +20.1% | +17.6% | +2.5% | +18.4% |
| 3Y | +4.9% | +58.6% | -53.7% | +0.8% |
| 5Y | +5.0% | +270.9% | -265.9% | -6.4% |
| All | +5.0% | +269.8% | -264.8% | -6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling