-18.9%
KMB vs RMBS
+16.2%
-35.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.9% | -5.0% | -4.1% |
| 7D | -8.6% | +3.5% | -12.1% | -8.5% |
| 30D | -7.5% | -8.6% | +1.1% | -7.8% |
| 3M | -0.6% | -40.3% | +39.7% | -2.0% |
| 6M | -1.5% | -1.0% | -0.6% | -3.2% |
| YTD | +1.6% | -4.6% | +6.2% | 0.0% |
| All | -18.9% | +16.2% | -35.1% | -20.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling