+96.0%
KEYS vs RMBS
+16.3%
+79.7%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.1% | +1.1% |
| 7D | +2.3% | -0.3% | +2.6% | +2.4% |
| 30D | -2.6% | -12.2% | +9.5% | +0.9% |
| 3M | -4.6% | -49.5% | +44.9% | +11.8% |
| 6M | +8.7% | -7.1% | +15.9% | +9.6% |
| YTD | +61.0% | -7.0% | +68.0% | +60.2% |
| 1Y | +96.0% | +13.3% | +82.7% | +88.5% |
| All | +96.0% | +16.3% | +79.7% | +88.5% |
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 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