-2.6%
KWEB vs MUB
+7.4%
-10.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.6% | -0.4% |
| 7D | -4.3% | -1.2% | -3.1% | -2.7% |
| 30D | -13.0% | -2.8% | -10.2% | -9.8% |
| 3M | -7.6% | -3.1% | -4.5% | -3.8% |
| 6M | -21.1% | -2.9% | -18.3% | -18.1% |
| YTD | -28.2% | -2.0% | -26.2% | -26.2% |
| 1Y | -34.9% | 0.0% | -34.8% | -34.6% |
| All | -2.6% | +7.4% | -10.0% | -12.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling