+218.4%
KMB vs MUB
+76.3%
+142.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -3.0% | -0.9% | -2.2% | -2.6% |
| 30D | -5.5% | -1.4% | -4.1% | -4.8% |
| 3M | +14.0% | -2.2% | +16.1% | +15.3% |
| 6M | +4.1% | -1.9% | +6.0% | +5.1% |
| YTD | +8.0% | -0.8% | +8.8% | +8.5% |
| 1Y | -13.7% | +2.7% | -16.5% | -14.8% |
| 3Y | -5.9% | +8.6% | -14.5% | -9.3% |
| 5Y | -8.6% | +2.0% | -10.7% | -9.5% |
| 10Y | +17.3% | +17.9% | -0.6% | +11.8% |
| All | +218.4% | +76.3% | +142.1% | +184.0% |
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 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