+120.2%
KMI vs MSFU
+29.4%
+90.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.3% | +4.2% | +1.9% |
| 7D | -0.4% | -3.2% | +2.8% | -0.3% |
| 30D | +3.7% | -3.1% | +6.8% | +3.7% |
| 3M | +3.2% | +35.3% | -32.1% | +2.3% |
| 6M | -3.0% | +31.6% | -34.6% | -4.0% |
| YTD | +19.7% | -9.5% | +29.2% | +21.3% |
| 1Y | +25.6% | -18.4% | +44.0% | +28.2% |
| 3Y | +120.2% | +26.9% | +93.3% | +113.1% |
| All | +120.2% | +29.4% | +90.8% | +113.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 3y: compounded portfolio wealth divided by compounded MSFU 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…
3y analysis · Full analysis span regression · 6 months rolling