+39.5%
KEY vs RMBS
+258.2%
-218.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | +0.5% |
| 7D | -1.8% | +1.2% | -3.0% | -2.0% |
| 30D | -3.3% | -11.5% | +8.2% | -1.2% |
| 3M | -0.2% | -38.2% | +38.0% | +8.2% |
| 6M | +12.1% | -4.8% | +16.9% | +6.7% |
| YTD | +8.4% | -7.1% | +15.5% | +2.2% |
| 1Y | +17.6% | +10.7% | +7.0% | +3.3% |
| 3Y | +123.3% | +54.5% | +68.9% | +67.1% |
| 5Y | +39.5% | +261.7% | -222.1% | -25.1% |
| All | +39.5% | +258.2% | -218.6% | -25.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling