+94.2%
KEY vs RMBS
+534.0%
-439.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.2% | +3.8% | +1.5% |
| 7D | +2.9% | +10.3% | -7.4% | 0.0% |
| 30D | +8.4% | -10.7% | +19.2% | +10.7% |
| 3M | -5.8% | -17.2% | +11.5% | -2.7% |
| 6M | +5.4% | -39.0% | +44.5% | +15.0% |
| YTD | +7.1% | -10.5% | +17.6% | -2.7% |
| 1Y | +26.8% | -11.0% | +37.8% | +14.6% |
| 3Y | +128.7% | +31.3% | +97.4% | +57.4% |
| 5Y | +13.6% | +242.8% | -229.1% | -56.1% |
| All | +94.2% | +534.0% | -439.8% | -51.4% |
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