+38.3%
KMB vs RMBS
+534.0%
-495.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.2% | +5.3% | +2.1% |
| 7D | +0.9% | +10.3% | -9.4% | +0.9% |
| 30D | +10.1% | -10.7% | +20.8% | +10.1% |
| 3M | 0.0% | -17.2% | +17.3% | +0.1% |
| 6M | +15.7% | -39.0% | +54.7% | +16.0% |
| YTD | +12.6% | -10.5% | +23.2% | +11.3% |
| 1Y | +10.1% | -11.0% | +21.1% | +8.8% |
| 3Y | +2.1% | +31.3% | -29.2% | -1.9% |
| 5Y | -0.7% | +242.8% | -243.4% | -13.8% |
| All | +38.3% | +534.0% | -495.7% | +5.9% |
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