+21.1%
KNX vs RMBS
-3.4%
+24.5%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.6% | +3.0% | +0.7% |
| 7D | -0.5% | +1.2% | -1.7% | -0.6% |
| 30D | +1.0% | -11.5% | +12.5% | +2.5% |
| 3M | -12.6% | -38.2% | +25.6% | -8.5% |
| 6M | +21.1% | -4.8% | +25.8% | +13.1% |
| All | +21.1% | -3.4% | +24.5% | +13.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling