+155.2%
KEYS vs RMBS
+55.3%
+99.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.9% | +2.1% | +3.4% |
| 7D | +3.5% | +1.8% | +1.7% | +3.0% |
| 30D | -4.5% | -13.9% | +9.4% | -0.2% |
| 3M | -0.4% | -39.8% | +39.4% | +14.5% |
| 6M | +19.1% | -6.0% | +25.1% | +17.6% |
| YTD | +66.7% | -5.4% | +72.0% | +61.3% |
| 1Y | +96.5% | -1.8% | +98.3% | +84.4% |
| 3Y | +155.2% | +53.7% | +101.5% | +94.2% |
| All | +155.2% | +55.3% | +99.9% | +94.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling