+443.5%
KMB vs RMBS
+1,331.1%
-887.6%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.1% | -1.5% |
| 7D | -3.0% | +21.9% | -24.9% | -3.4% |
| 30D | +9.1% | -13.4% | +22.5% | +9.3% |
| 3M | -0.4% | -15.9% | +15.5% | -0.2% |
| 6M | +13.0% | -34.8% | +47.8% | +13.5% |
| YTD | +10.3% | -7.5% | +17.9% | +9.6% |
| 1Y | +8.2% | -16.9% | +25.1% | +7.7% |
| 3Y | +0.4% | +35.5% | -35.2% | -2.3% |
| 5Y | -2.7% | +254.2% | -256.9% | -8.3% |
| 10Y | +35.7% | +558.2% | -522.5% | +24.7% |
| All | +443.5% | +1,331.1% | -887.6% | +360.2% |
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