+1,169.6%
KR vs RMBS
+1,364.8%
-195.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.9% | +0.8% | +2.6% |
| 7D | -0.2% | +1.8% | -1.9% | -0.2% |
| 30D | +5.1% | -13.9% | +19.0% | +5.5% |
| 3M | -8.2% | -39.8% | +31.6% | -6.8% |
| 6M | -18.0% | -6.0% | -12.0% | -18.6% |
| YTD | -4.8% | -5.4% | +0.6% | -5.8% |
| 1Y | -11.0% | -1.8% | -9.2% | -12.4% |
| 3Y | +37.7% | +53.7% | -16.0% | +30.9% |
| 5Y | +52.8% | +268.5% | -215.7% | +38.5% |
| 10Y | +128.8% | +563.9% | -435.1% | +99.4% |
| All | +1,169.6% | +1,364.8% | -195.2% | +767.8% |
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