+169.3%
KEY vs RMBS
+557.5%
-388.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.5% |
| 7D | -0.3% | +3.5% | -3.8% | -1.3% |
| 30D | -3.3% | -8.6% | +5.3% | -1.0% |
| 3M | -0.7% | -40.3% | +39.6% | +13.0% |
| 6M | +12.5% | -1.0% | +13.5% | +3.5% |
| YTD | +8.4% | -4.6% | +13.0% | -1.3% |
| 1Y | +18.4% | +17.6% | +0.9% | -3.9% |
| 3Y | +123.3% | +58.6% | +64.7% | +43.3% |
| 5Y | +38.8% | +270.9% | -232.1% | -47.1% |
| 10Y | +169.3% | +569.1% | -399.8% | -33.4% |
| All | +169.3% | +557.5% | -388.2% | -33.4% |
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