-20.1%
KGC vs MUB
-0.1%
-20.0%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.8% | -2.7% | -0.1% |
| 7D | -4.1% | -0.8% | -3.3% | -0.6% |
| 30D | -11.6% | +2.4% | -14.1% | -20.0% |
| 3M | -24.5% | -1.1% | -23.4% | -17.4% |
| 6M | -34.6% | -1.0% | -33.6% | -28.1% |
| YTD | -26.2% | -0.3% | -25.9% | -14.7% |
| 1Y | -20.1% | 0.0% | -20.1% | -8.0% |
| All | -20.1% | -0.1% | -20.0% | -8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling