+152.5%
KRE vs RMBS
+279.9%
-127.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -2.9% | -1.6% |
| 7D | +2.3% | +3.0% | -0.6% | +1.7% |
| 30D | -2.5% | -14.4% | +11.9% | +0.4% |
| 3M | +6.2% | -42.8% | +49.1% | +17.2% |
| 6M | +15.8% | -1.4% | +17.2% | +10.7% |
| YTD | +16.0% | -5.4% | +21.4% | +10.5% |
| 1Y | +16.2% | +18.6% | -2.4% | +3.4% |
| 3Y | +86.4% | +57.3% | +29.1% | +47.8% |
| 5Y | +33.0% | +265.7% | -232.7% | -14.7% |
| 10Y | +123.0% | +546.0% | -423.0% | +24.5% |
| All | +152.5% | +279.9% | -127.4% | +6.4% |
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 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