+436.7%
KNX vs MUB
+76.3%
+360.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | +6.4% | -0.3% | +6.7% | +6.5% |
| 30D | +1.4% | -1.5% | +2.9% | +1.7% |
| 3M | -12.0% | -1.9% | -10.1% | -11.7% |
| 6M | +25.2% | -1.7% | +26.9% | +25.6% |
| YTD | +36.6% | -0.8% | +37.4% | +36.9% |
| 1Y | +67.6% | +1.5% | +66.1% | +67.4% |
| 3Y | +40.8% | +8.8% | +32.0% | +39.0% |
| 5Y | +43.3% | +2.0% | +41.3% | +41.4% |
| 10Y | +170.1% | +18.0% | +152.1% | +170.5% |
| All | +436.7% | +76.3% | +360.4% | +432.4% |
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