+1,117.5%
KDP vs MUB
+70.9%
+1,046.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +1.3% | -0.9% | +2.1% | +1.6% |
| 30D | +6.0% | -1.4% | +7.4% | +6.5% |
| 3M | +9.2% | -2.2% | +11.3% | +10.1% |
| 6M | +14.7% | -1.9% | +16.6% | +15.5% |
| YTD | +19.2% | -0.8% | +20.0% | +19.6% |
| 1Y | +15.2% | +2.7% | +12.4% | +14.1% |
| 3Y | +6.0% | +8.6% | -2.6% | +2.9% |
| 5Y | +5.4% | +2.0% | +3.4% | +4.4% |
| 10Y | +171.9% | +17.9% | +153.9% | +159.2% |
| All | +1,117.5% | +70.9% | +1,046.6% | +911.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling