+696.7%
KKR vs RMBS
+566.4%
+130.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | -0.4% |
| 7D | -6.2% | +1.8% | -7.9% | -6.8% |
| 30D | -8.9% | -13.9% | +5.0% | -4.4% |
| 3M | +6.3% | -39.8% | +46.1% | +23.7% |
| 6M | +16.5% | -6.0% | +22.5% | +7.4% |
| YTD | -20.3% | -5.4% | -14.9% | -28.0% |
| 1Y | -29.8% | -1.8% | -28.0% | -39.6% |
| 3Y | +63.2% | +53.7% | +9.5% | +2.3% |
| 5Y | +68.0% | +268.5% | -200.6% | -37.3% |
| All | +696.7% | +566.4% | +130.3% | +95.1% |
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 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