+953.7%
KEYS vs MUB
+26.5%
+927.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -1.9% |
| 7D | +9.4% | -1.3% | +10.7% | +10.4% |
| 30D | -16.8% | +2.2% | -18.9% | -18.2% |
| 3M | -15.9% | -1.6% | -14.3% | -14.8% |
| 6M | -17.6% | -1.3% | -16.3% | -16.8% |
| YTD | +46.5% | -0.7% | +47.2% | +47.4% |
| 1Y | +66.9% | -0.2% | +67.1% | +67.4% |
| 3Y | +141.4% | +9.6% | +131.8% | +125.3% |
| 5Y | +59.5% | +2.6% | +57.0% | +54.9% |
| 10Y | +761.1% | +21.5% | +739.6% | +870.4% |
| All | +953.7% | +26.5% | +927.2% | +1,106.4% |
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