-40.6%
KTOS vs MUZ
-23.1%
-17.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MUZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +33.9% | -41.1% | -4.2% |
| 7D | -23.4% | +79.0% | -102.4% | -19.1% |
| 30D | -23.6% | +104.4% | -128.0% | -18.6% |
| 3M | -39.7% | +27.0% | -66.6% | -37.4% |
| All | -40.6% | -23.1% | -17.4% | -38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MUZ.
Daily Out/Under-Performance
Portfolio return minus MUZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUZ 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 1y: compounded portfolio wealth divided by compounded MUZ 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…
1y analysis · Full analysis span regression · Available span rolling