+432.2%
KMB vs RMBS
+1,339.3%
-907.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -1.6% |
| 7D | -3.0% | -0.3% | -2.7% | -3.0% |
| 30D | -5.5% | -12.2% | +6.7% | -5.2% |
| 3M | +14.0% | -49.5% | +63.5% | +15.5% |
| 6M | +4.1% | -7.1% | +11.2% | +3.7% |
| YTD | +8.0% | -7.0% | +15.0% | +7.5% |
| 1Y | -13.7% | +13.3% | -27.1% | -14.8% |
| 3Y | -5.9% | +49.2% | -55.2% | -8.6% |
| 5Y | -8.6% | +250.0% | -258.6% | -13.7% |
| 10Y | +17.3% | +495.1% | -477.8% | +8.2% |
| All | +432.2% | +1,339.3% | -907.1% | +351.3% |
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