-42.1%
KWEB vs MUB
+1.2%
-43.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.2% | -0.1% |
| 7D | -5.6% | -0.8% | -4.7% | -4.1% |
| 30D | -10.7% | -2.4% | -8.3% | -6.7% |
| 3M | -7.4% | -2.8% | -4.6% | -2.5% |
| 6M | -19.3% | -2.2% | -17.1% | -15.9% |
| YTD | -27.8% | -1.6% | -26.2% | -25.6% |
| 1Y | -35.9% | 0.0% | -36.0% | -36.0% |
| 3Y | -1.9% | +7.9% | -9.8% | -16.3% |
| All | -42.1% | +1.2% | -43.2% | -54.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling