+1,018.0%
KEYS vs RMBS
+566.4%
+451.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.9% | +2.1% | +3.3% |
| 7D | +3.5% | +1.8% | +1.7% | +2.9% |
| 30D | -4.5% | -13.9% | +9.4% | +0.7% |
| 3M | -0.4% | -39.8% | +39.4% | +18.2% |
| 6M | +19.1% | -6.0% | +25.1% | +16.2% |
| YTD | +66.7% | -5.4% | +72.0% | +58.4% |
| 1Y | +96.5% | -1.8% | +98.3% | +79.6% |
| 3Y | +155.2% | +53.7% | +101.5% | +75.5% |
| 5Y | +88.0% | +268.5% | -180.5% | -19.7% |
| All | +1,018.0% | +566.4% | +451.6% | +232.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling