+26.8%
KEY vs RMBS
-18.4%
+45.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.2% | +3.8% | +0.8% |
| 7D | +2.9% | +10.3% | -7.4% | +2.2% |
| 30D | +8.4% | -10.7% | +19.2% | +9.0% |
| 3M | -5.8% | -17.2% | +11.5% | -5.0% |
| 6M | +5.4% | -39.0% | +44.5% | +7.6% |
| YTD | +7.1% | -10.5% | +17.6% | +2.1% |
| 1Y | +26.8% | -11.0% | +37.8% | +20.7% |
| All | +26.8% | -18.4% | +45.2% | +20.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling