+1,688.1%
KKR vs RMBS
+363.8%
+1,324.4%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.4% | -1.8% |
| 7D | -2.2% | +3.5% | -5.7% | -3.1% |
| 30D | +0.3% | -8.6% | +8.8% | +2.4% |
| 3M | +8.8% | -40.3% | +49.1% | +22.8% |
| 6M | +14.9% | -1.0% | +15.9% | +7.4% |
| YTD | -17.9% | -4.6% | -13.3% | -23.2% |
| 1Y | -23.7% | +17.6% | -41.3% | -34.4% |
| 3Y | +69.1% | +58.6% | +10.4% | +24.7% |
| 5Y | +72.6% | +270.9% | -198.4% | -2.1% |
| 10Y | +728.2% | +569.1% | +159.2% | +292.7% |
| All | +1,688.1% | +363.8% | +1,324.4% | +636.3% |
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 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