+21.3%
KWEB vs MUB
+38.8%
-17.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -1.8% |
| 7D | -3.6% | -0.7% | -2.9% | -3.0% |
| 30D | -14.9% | -2.0% | -12.9% | -13.4% |
| 3M | -5.4% | -2.5% | -2.9% | -3.3% |
| 6M | -18.9% | -2.3% | -16.5% | -17.1% |
| YTD | -27.2% | -1.3% | -25.9% | -26.3% |
| 1Y | -34.2% | +1.1% | -35.3% | -34.8% |
| 3Y | +0.6% | +8.2% | -7.6% | -5.6% |
| 5Y | -43.5% | +1.5% | -44.9% | -45.6% |
| 10Y | -20.6% | +17.6% | -38.1% | -20.1% |
| All | +21.3% | +38.8% | -17.6% | +37.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling