+105.3%
KEY vs RMBS
+536.4%
-431.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.4% | -0.3% |
| 7D | +0.5% | -8.4% | +8.9% | +2.4% |
| 30D | +6.9% | -24.9% | +31.7% | +14.4% |
| 3M | -5.0% | -15.8% | +10.8% | -2.4% |
| 6M | +0.7% | -37.5% | +38.2% | +9.0% |
| YTD | +6.5% | -12.1% | +18.6% | -2.7% |
| 1Y | +22.6% | -27.0% | +49.6% | +18.5% |
| 3Y | +125.3% | +28.8% | +96.5% | +56.0% |
| 5Y | +13.9% | +236.2% | -222.3% | -55.8% |
| 10Y | +105.3% | +546.6% | -441.3% | -48.3% |
| All | +105.3% | +536.4% | -431.1% | -48.3% |
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