+12.2%
KEY vs MUB
+3.2%
+9.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.6% |
| 7D | -1.3% | +0.7% | -2.0% | -1.6% |
| 30D | +5.1% | +4.4% | +0.8% | +3.1% |
| 3M | -7.1% | -0.4% | -6.7% | -7.0% |
| 6M | -4.4% | -0.9% | -3.5% | -4.0% |
| YTD | +4.0% | +0.1% | +3.9% | +4.0% |
| 1Y | +23.4% | +0.5% | +22.9% | +23.2% |
| 3Y | +113.9% | +11.7% | +102.2% | +103.1% |
| All | +12.2% | +3.2% | +9.0% | -26.3% |
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 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