+28.0%
KEY vs MUB
+76.3%
-48.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.2% | +0.3% |
| 7D | +2.2% | -0.9% | +3.1% | +2.8% |
| 30D | -3.0% | -1.4% | -1.6% | -2.1% |
| 3M | +3.3% | -2.2% | +5.5% | +4.9% |
| 6M | +9.2% | -1.9% | +11.1% | +10.7% |
| YTD | +10.6% | -0.8% | +11.4% | +11.3% |
| 1Y | +20.4% | +2.7% | +17.7% | +18.2% |
| 3Y | +121.8% | +8.6% | +113.3% | +109.1% |
| 5Y | +41.1% | +2.0% | +39.1% | +38.4% |
| 10Y | +168.5% | +17.9% | +150.6% | +147.8% |
| All | +28.0% | +76.3% | -48.3% | -26.7% |
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 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