+66.5%
KKR vs RMBS
+265.4%
-198.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | -0.3% |
| 7D | -6.2% | +1.8% | -7.9% | -6.7% |
| 30D | -8.9% | -13.9% | +5.0% | -5.1% |
| 3M | +6.3% | -39.8% | +46.1% | +20.8% |
| 6M | +16.5% | -6.0% | +22.5% | +8.2% |
| YTD | -20.3% | -5.4% | -14.9% | -27.2% |
| 1Y | -29.8% | -1.8% | -28.0% | -38.6% |
| 3Y | +63.2% | +53.7% | +9.5% | +7.1% |
| All | +66.5% | +265.4% | -198.9% | -41.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling