+1,290.0%
KDP vs RMBS
+241.4%
+1,048.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +8.3% | -7.5% | +0.2% |
| 7D | +0.3% | -3.9% | +4.2% | +0.4% |
| 30D | +16.3% | -24.9% | +41.2% | +18.4% |
| 3M | +24.0% | -20.5% | +44.5% | +25.4% |
| 6M | +30.0% | -37.5% | +67.5% | +32.8% |
| YTD | +36.1% | -12.1% | +48.2% | +33.1% |
| 1Y | +46.8% | -25.0% | +71.8% | +45.4% |
| 3Y | +30.5% | +36.1% | -5.6% | +17.6% |
| 5Y | +17.9% | +236.1% | -218.2% | -5.9% |
| 10Y | +239.3% | +541.3% | -302.0% | +145.2% |
| All | +1,290.0% | +241.4% | +1,048.6% | +834.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling