+224.5%
KEEL vs MUB
+7.9%
+216.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.4% | +3.3% | +2.3% |
| 7D | +2.9% | -0.8% | +3.7% | +6.0% |
| 30D | +0.8% | -2.4% | +3.2% | +9.6% |
| 3M | -35.3% | -2.8% | -32.5% | -28.6% |
| 6M | +59.4% | -2.2% | +61.6% | +73.7% |
| YTD | +51.9% | -1.6% | +53.5% | +62.5% |
| 1Y | +75.0% | 0.0% | +75.0% | +78.5% |
| 3Y | +224.5% | +7.9% | +216.7% | +166.7% |
| All | +224.5% | +7.9% | +216.6% | +166.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling