+1,071.7%
KEYS vs RMBS
+696.1%
+375.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.0% |
| 7D | +2.9% | +3.5% | -0.5% | +1.8% |
| 30D | -1.3% | -8.6% | +7.3% | +1.7% |
| 3M | -0.1% | -40.3% | +40.2% | +17.8% |
| 6M | +17.4% | -1.0% | +18.4% | +12.9% |
| YTD | +62.9% | -4.6% | +67.5% | +55.4% |
| 1Y | +95.7% | +17.6% | +78.2% | +68.8% |
| 3Y | +150.2% | +58.6% | +91.6% | +76.8% |
| 5Y | +83.1% | +270.9% | -187.8% | -12.0% |
| 10Y | +1,020.9% | +569.1% | +451.8% | +303.1% |
| All | +1,071.7% | +696.1% | +375.6% | +304.7% |
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