+294.5%
KEEL vs RMBS
+614.0%
-319.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.9% | +1.9% | +2.5% |
| 7D | +2.9% | +1.8% | +1.1% | +1.9% |
| 30D | +0.8% | -13.9% | +14.7% | +12.2% |
| 3M | -35.3% | -39.8% | +4.5% | -10.0% |
| 6M | +59.4% | -6.0% | +65.4% | +61.5% |
| YTD | +51.9% | -5.4% | +57.3% | +48.7% |
| 1Y | +75.0% | -1.8% | +76.8% | +67.9% |
| 3Y | +224.5% | +53.7% | +170.9% | +106.4% |
| 5Y | -35.9% | +268.5% | -304.4% | -76.9% |
| All | +294.5% | +614.0% | -319.6% | +42.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling