+40.9%
KNX vs RMBS
-18.2%
+59.1%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.0% | +5.3% | -0.1% |
| 7D | +2.5% | -8.9% | +11.4% | +3.5% |
| 30D | -4.4% | -24.8% | +20.4% | -1.5% |
| 3M | -12.7% | -17.6% | +4.9% | -11.2% |
| 6M | +0.9% | -25.7% | +26.6% | +3.0% |
| YTD | +20.3% | -9.8% | +30.1% | +17.9% |
| 1Y | +40.9% | -17.4% | +58.3% | +38.4% |
| All | +40.9% | -18.2% | +59.1% | +38.4% |
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