+58.2%
KEYS vs MUB
+2.5%
+55.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -1.8% |
| 7D | +9.4% | -1.3% | +10.7% | +10.7% |
| 30D | -16.8% | +2.2% | -18.9% | -18.8% |
| 3M | -15.9% | -1.6% | -14.3% | -14.2% |
| 6M | -17.6% | -1.3% | -16.3% | -16.2% |
| YTD | +46.5% | -0.7% | +47.2% | +48.2% |
| 1Y | +66.9% | -0.2% | +67.1% | +68.1% |
| 3Y | +141.4% | +9.6% | +131.8% | +116.4% |
| All | +58.2% | +2.5% | +55.7% | +50.6% |
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