-22.5%
KWEB vs RMBS
+566.4%
-589.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.1% |
| 7D | -5.6% | +1.8% | -7.3% | -6.0% |
| 30D | -10.7% | -13.9% | +3.2% | -7.2% |
| 3M | -7.4% | -39.8% | +32.4% | +4.3% |
| 6M | -19.3% | -6.0% | -13.3% | -23.1% |
| YTD | -27.8% | -5.4% | -22.4% | -32.7% |
| 1Y | -35.9% | -1.8% | -34.1% | -42.3% |
| 3Y | -1.9% | +53.7% | -55.6% | -33.4% |
| 5Y | -43.2% | +268.5% | -311.7% | -75.7% |
| All | -22.5% | +566.4% | -589.0% | -76.5% |
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