+2.7%
KMB vs RMBS
+235.0%
-232.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +8.3% | -5.1% | +3.5% |
| 7D | +3.4% | -3.9% | +7.3% | +3.4% |
| 30D | +14.7% | -24.9% | +39.6% | +14.0% |
| 3M | +3.3% | -20.5% | +23.7% | +2.9% |
| 6M | +16.8% | -37.5% | +54.3% | +15.7% |
| YTD | +15.2% | -12.1% | +27.4% | +14.7% |
| 1Y | +13.3% | -25.0% | +38.3% | +12.5% |
| 3Y | +5.4% | +36.1% | -30.7% | +5.7% |
| 5Y | +2.7% | +236.1% | -233.4% | +0.5% |
| All | +2.7% | +235.0% | -232.3% | +0.5% |
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 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