+467.6%
KMB vs RMBS
+1,259.8%
-792.3%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +8.3% | -5.1% | +3.1% |
| 7D | +3.4% | -3.9% | +7.3% | +3.4% |
| 30D | +14.7% | -24.9% | +39.6% | +15.3% |
| 3M | +3.3% | -20.5% | +23.7% | +3.6% |
| 6M | +16.8% | -37.5% | +54.3% | +17.5% |
| YTD | +15.2% | -12.1% | +27.4% | +14.5% |
| 1Y | +13.3% | -25.0% | +38.3% | +13.0% |
| 3Y | +5.4% | +36.1% | -30.7% | +2.6% |
| 5Y | +2.7% | +236.1% | -233.4% | -3.1% |
| 10Y | +38.7% | +541.3% | -502.7% | +27.5% |
| All | +467.6% | +1,259.8% | -792.3% | +381.1% |
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