+125.8%
KEY vs RMBS
+1,259.8%
-1,134.1%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +8.3% | -5.6% | +1.5% |
| 7D | -0.4% | -3.9% | +3.5% | -0.1% |
| 30D | +7.2% | -24.9% | +32.1% | +11.2% |
| 3M | -4.9% | -20.5% | +15.6% | -2.7% |
| 6M | +1.1% | -37.5% | +38.6% | +5.6% |
| YTD | +6.8% | -12.1% | +18.9% | +4.0% |
| 1Y | +23.3% | -25.0% | +48.3% | +22.5% |
| 3Y | +126.1% | +36.1% | +90.0% | +98.2% |
| 5Y | +15.2% | +236.1% | -220.9% | -12.9% |
| 10Y | +113.6% | +541.3% | -427.7% | +47.3% |
| All | +125.8% | +1,259.8% | -1,134.1% | -5.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling