-57.4%
MUZ vs KIM
+6.1%
-63.5%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.9% | -0.2% | -23.6% | -23.3% |
| 7D | -17.7% | -1.0% | -16.7% | -16.1% |
| 30D | +14.5% | +14.8% | -0.3% | -19.3% |
| 3M | -25.7% | +8.1% | -33.9% | -39.9% |
| All | -57.4% | +6.1% | -63.5% | -57.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 KIM 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