+38.7%
KNX vs RMBS
+265.4%
-226.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.9% | -3.4% | -1.9% |
| 7D | -5.6% | +1.8% | -7.4% | -5.9% |
| 30D | -4.4% | -13.9% | +9.5% | -2.1% |
| 3M | -17.3% | -39.8% | +22.5% | -10.8% |
| 6M | +22.6% | -6.0% | +28.6% | +19.5% |
| YTD | +31.1% | -5.4% | +36.5% | +26.3% |
| 1Y | +60.2% | -1.8% | +62.0% | +51.0% |
| 3Y | +35.8% | +53.7% | -17.9% | +9.5% |
| All | +38.7% | +265.4% | -226.7% | -19.0% |
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