+83.8%
KRE vs MUB
+21.8%
+62.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.5% |
| 7D | +0.7% | -1.3% | +2.0% | +1.6% |
| 30D | +6.1% | +2.2% | +4.0% | +4.6% |
| 3M | -5.9% | -1.6% | -4.3% | -4.9% |
| 6M | +9.6% | -1.3% | +10.9% | +10.6% |
| YTD | +14.2% | -0.7% | +14.9% | +14.8% |
| 1Y | +22.5% | -0.2% | +22.7% | +22.7% |
| 3Y | +90.4% | +9.6% | +80.7% | +78.6% |
| 5Y | +11.9% | +2.6% | +9.3% | +9.4% |
| All | +83.8% | +21.8% | +62.0% | +137.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling