-35.3%
KEEL vs MUB
+1.2%
-36.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +9.7% |
| 3M | -35.3% | -2.8% | -32.5% | -28.6% |
| 6M | +59.4% | -2.2% | +61.6% | +73.9% |
| YTD | +51.9% | -1.6% | +53.5% | +62.4% |
| 1Y | +75.0% | 0.0% | +75.0% | +77.7% |
| 3Y | +224.5% | +7.9% | +216.7% | +160.1% |
| All | -35.3% | +1.2% | -36.5% | -40.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling