+52.0%
KR vs RMBS
+265.4%
-213.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.9% | +0.8% | +2.8% |
| 7D | -0.2% | +1.8% | -1.9% | -0.1% |
| 30D | +5.1% | -13.9% | +19.0% | +4.3% |
| 3M | -8.2% | -39.8% | +31.6% | -10.1% |
| 6M | -18.0% | -6.0% | -12.0% | -17.9% |
| YTD | -4.8% | -5.4% | +0.6% | -4.5% |
| 1Y | -11.0% | -1.8% | -9.2% | -10.6% |
| 3Y | +37.7% | +53.7% | -16.0% | +40.0% |
| All | +52.0% | +265.4% | -213.4% | +45.4% |
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 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