-42.1%
KWEB vs RMBS
+265.4%
-307.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.3% |
| 7D | -5.6% | +1.8% | -7.3% | -5.9% |
| 30D | -10.7% | -13.9% | +3.2% | -8.0% |
| 3M | -7.4% | -39.8% | +32.4% | +1.8% |
| 6M | -19.3% | -6.0% | -13.3% | -22.3% |
| YTD | -27.8% | -5.4% | -22.4% | -31.7% |
| 1Y | -35.9% | -1.8% | -34.1% | -41.0% |
| 3Y | -1.9% | +53.7% | -55.6% | -29.1% |
| All | -42.1% | +265.4% | -307.5% | -74.8% |
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 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