+16.8%
MUB vs KMX
+10.2%
+6.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.7% |
| 7D | -1.2% | -3.4% | +2.2% | -1.2% |
| 30D | -2.8% | +4.0% | -6.8% | -2.9% |
| 3M | -3.1% | +24.8% | -27.8% | -3.6% |
| 6M | -2.9% | +43.6% | -46.5% | -3.8% |
| YTD | -2.0% | +56.6% | -58.6% | -3.2% |
| 1Y | 0.0% | +2.2% | -2.3% | -0.4% |
| 3Y | +7.4% | -25.4% | +32.9% | +7.5% |
| 5Y | +0.8% | -55.0% | +55.8% | +1.8% |
| All | +16.8% | +10.2% | +6.6% | +14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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