+1,080.2%
KEYS vs MUB
+26.4%
+1,053.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +4.4% | -0.3% | +4.7% | +4.7% |
| 30D | -2.2% | -1.5% | -0.7% | -1.0% |
| 3M | +0.5% | -1.9% | +2.5% | +2.1% |
| 6M | +22.4% | -1.7% | +24.1% | +24.2% |
| YTD | +64.1% | -0.8% | +64.9% | +65.4% |
| 1Y | +97.0% | +1.5% | +95.5% | +95.2% |
| 3Y | +152.0% | +8.8% | +143.2% | +136.7% |
| 5Y | +83.7% | +2.0% | +81.7% | +79.2% |
| 10Y | +997.9% | +18.0% | +979.9% | +1,069.0% |
| All | +1,080.2% | +26.4% | +1,053.9% | +1,253.7% |
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