+22.6%
KEY vs RMBS
-27.4%
+50.0%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.4% | -0.3% |
| 7D | +0.5% | -8.4% | +8.9% | +1.0% |
| 30D | +6.9% | -24.9% | +31.7% | +8.6% |
| 3M | -5.0% | -15.8% | +10.8% | -4.3% |
| 6M | +0.7% | -37.5% | +38.2% | +2.6% |
| YTD | +6.5% | -12.1% | +18.6% | +1.3% |
| 1Y | +22.6% | -27.0% | +49.6% | +19.8% |
| All | +22.6% | -27.4% | +50.0% | +19.8% |
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