+3,013.0%
KNX vs RMBS
+1,376.2%
+1,636.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.9% | -3.7% | -2.9% |
| 7D | +2.3% | +3.5% | -1.1% | +2.0% |
| 30D | +0.5% | -8.6% | +9.1% | +1.3% |
| 3M | -14.1% | -40.3% | +26.2% | -10.2% |
| 6M | +19.8% | -1.0% | +20.7% | +18.1% |
| YTD | +32.7% | -4.6% | +37.3% | +30.7% |
| 1Y | +62.3% | +17.6% | +44.8% | +55.6% |
| 3Y | +36.8% | +58.6% | -21.8% | +24.6% |
| 5Y | +41.8% | +270.9% | -229.2% | +18.4% |
| 10Y | +169.7% | +569.1% | -399.4% | +111.3% |
| All | +3,013.0% | +1,376.2% | +1,636.8% | +1,924.1% |
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 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