+175.8%
KDP vs MUB
+17.9%
+158.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +2.1% | -0.3% | +2.4% | +2.2% |
| 30D | +8.5% | -1.5% | +10.0% | +9.1% |
| 3M | +6.6% | -1.9% | +8.5% | +7.5% |
| 6M | +17.1% | -1.7% | +18.8% | +17.9% |
| YTD | +19.0% | -0.8% | +19.8% | +19.5% |
| 1Y | +21.8% | +1.5% | +20.3% | +21.2% |
| 3Y | +6.4% | +8.8% | -2.3% | +3.0% |
| 5Y | +5.1% | +2.0% | +3.1% | +3.8% |
| 10Y | +175.8% | +18.0% | +157.9% | +213.3% |
| All | +175.8% | +17.9% | +158.0% | +213.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 MUB 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