+2,975.9%
KNX vs RMBS
+1,364.8%
+1,611.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.9% | -3.4% | -1.7% |
| 7D | -5.6% | +1.8% | -7.4% | -5.8% |
| 30D | -4.4% | -13.9% | +9.5% | -3.1% |
| 3M | -17.3% | -39.8% | +22.5% | -13.6% |
| 6M | +22.6% | -6.0% | +28.6% | +21.5% |
| YTD | +31.1% | -5.4% | +36.5% | +29.3% |
| 1Y | +60.2% | -1.8% | +62.0% | +56.4% |
| 3Y | +35.8% | +53.7% | -17.9% | +24.0% |
| 5Y | +38.9% | +268.5% | -229.6% | +16.1% |
| 10Y | +166.5% | +563.9% | -397.4% | +109.0% |
| All | +2,975.9% | +1,364.8% | +1,611.1% | +1,901.3% |
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