+74.1%
MUB vs KMX
+133.7%
-59.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.4% |
| 7D | -1.3% | +3.4% | -4.6% | -1.3% |
| 30D | +2.2% | +6.8% | -4.6% | +2.1% |
| 3M | -1.6% | -11.4% | +9.8% | -1.5% |
| 6M | -1.3% | +43.6% | -44.8% | -1.7% |
| YTD | -0.7% | +37.7% | -38.4% | -1.1% |
| 1Y | -0.2% | +53.0% | -53.2% | -0.8% |
| 3Y | +9.6% | -16.3% | +25.9% | +9.5% |
| 5Y | +2.6% | -64.2% | +66.8% | +3.1% |
| 10Y | +21.5% | -2.8% | +24.3% | +20.7% |
| All | +74.1% | +133.7% | -59.6% | +72.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling