+121.9%
KRE vs RMBS
+566.4%
-444.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -0.4% |
| 7D | -1.8% | +1.8% | -3.6% | -2.3% |
| 30D | -4.5% | -13.9% | +9.4% | -1.0% |
| 3M | +2.7% | -39.8% | +42.5% | +15.0% |
| 6M | +16.9% | -6.0% | +22.9% | +10.1% |
| YTD | +15.4% | -5.4% | +20.7% | +6.3% |
| 1Y | +16.1% | -1.8% | +17.9% | +2.9% |
| 3Y | +85.7% | +53.7% | +32.1% | +27.0% |
| 5Y | +33.3% | +268.5% | -235.3% | -43.1% |
| All | +121.9% | +566.4% | -444.5% | -33.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling