+224.5%
KEEL vs RMBS
+55.3%
+169.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.9% | +1.9% | +2.6% |
| 7D | +2.9% | +1.8% | +1.1% | +1.9% |
| 30D | +0.8% | -13.9% | +14.7% | +11.9% |
| 3M | -35.3% | -39.8% | +4.5% | -11.3% |
| 6M | +59.4% | -6.0% | +65.4% | +62.0% |
| YTD | +51.9% | -5.4% | +57.3% | +49.2% |
| 1Y | +75.0% | -1.8% | +76.8% | +69.3% |
| 3Y | +224.5% | +53.7% | +170.9% | +124.0% |
| All | +224.5% | +55.3% | +169.2% | +124.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling