+133.9%
KEY vs RMBS
+1,339.3%
-1,205.4%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.1% | +0.1% |
| 7D | +2.2% | -0.3% | +2.6% | +2.2% |
| 30D | -3.0% | -12.2% | +9.1% | -1.3% |
| 3M | +3.3% | -49.5% | +52.9% | +12.8% |
| 6M | +9.2% | -7.1% | +16.3% | +7.2% |
| YTD | +10.6% | -7.0% | +17.6% | +7.8% |
| 1Y | +20.4% | +13.3% | +7.1% | +12.5% |
| 3Y | +121.8% | +49.2% | +72.6% | +92.9% |
| 5Y | +41.1% | +250.0% | -208.8% | +7.0% |
| 10Y | +168.5% | +495.1% | -326.6% | +88.3% |
| All | +133.9% | +1,339.3% | -1,205.4% | -2.1% |
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 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