+35.2%
KDP vs RMBS
-32.4%
+67.5%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.7% | -3.9% | +2.3% |
| 7D | +4.0% | +3.0% | +1.0% | +4.4% |
| 30D | +16.8% | -15.5% | +32.3% | +15.6% |
| 3M | +32.0% | -11.5% | +43.5% | +31.4% |
| 6M | +35.2% | -36.5% | +71.7% | +32.8% |
| All | +35.2% | -32.4% | +67.5% | +32.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling