+318.6%
KGC vs MUB
+11.9%
+306.7%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.1% | +2.9% | +2.8% |
| 7D | +10.5% | +0.7% | +9.8% | +9.0% |
| 30D | -4.1% | +4.4% | -8.4% | -11.8% |
| 3M | -13.1% | -0.2% | -12.9% | -12.9% |
| 6M | -27.5% | -0.6% | -26.9% | -26.6% |
| YTD | -20.7% | +0.3% | -21.1% | -20.6% |
| 1Y | -6.1% | +0.8% | -6.8% | -6.3% |
| 3Y | +318.6% | +12.0% | +306.6% | +304.5% |
| All | +318.6% | +11.9% | +306.7% | +304.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling