+121.9%
KRE vs MUB
+17.2%
+104.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.1% |
| 7D | -1.8% | -0.8% | -1.0% | -1.3% |
| 30D | -4.5% | -2.4% | -2.1% | -3.1% |
| 3M | +2.7% | -2.8% | +5.6% | +4.6% |
| 6M | +16.9% | -2.2% | +19.1% | +18.5% |
| YTD | +15.4% | -1.6% | +17.0% | +16.6% |
| 1Y | +16.1% | 0.0% | +16.0% | +16.1% |
| 3Y | +85.7% | +7.9% | +77.8% | +76.9% |
| 5Y | +33.3% | +1.2% | +32.0% | +31.5% |
| All | +121.9% | +17.2% | +104.7% | +159.9% |
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