+22.5%
KRE vs MUB
-0.2%
+22.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.7% |
| 7D | +0.7% | -1.3% | +2.0% | +2.3% |
| 30D | +6.1% | +2.2% | +4.0% | +3.1% |
| 3M | -5.9% | -1.6% | -4.3% | -2.5% |
| 6M | +9.6% | -1.3% | +10.9% | +12.9% |
| YTD | +14.2% | -0.7% | +14.9% | +17.0% |
| 1Y | +22.5% | -0.2% | +22.7% | +25.7% |
| All | +22.5% | -0.2% | +22.8% | +25.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling