-45.3%
KEEL vs RMBS
-18.2%
-27.1%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -6.0% | +1.9% | +0.1% |
| 7D | -13.6% | -8.9% | -4.6% | -7.2% |
| 30D | -39.1% | -24.8% | -14.3% | -25.2% |
| 3M | -48.9% | -17.6% | -31.4% | -40.8% |
| 6M | -35.4% | -25.7% | -9.7% | -21.8% |
| YTD | -10.6% | -9.8% | -0.9% | -16.8% |
| 1Y | -45.3% | -17.4% | -27.9% | -45.9% |
| All | -45.3% | -18.2% | -27.1% | -45.9% |
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