-3.5%
MSFU vs KGC
-5.3%
+1.8%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | +7.5% | +6.0% | +12.0% |
| 7D | +8.2% | -6.8% | +15.0% | +9.3% |
| 30D | +10.2% | -9.2% | +19.4% | +11.8% |
| 3M | +22.9% | -9.1% | +32.0% | +23.5% |
| 6M | +63.2% | -25.7% | +88.8% | +69.1% |
| YTD | +11.7% | -23.6% | +35.4% | +14.6% |
| 1Y | -3.5% | -4.3% | +0.8% | -7.8% |
| All | -3.5% | -5.3% | +1.8% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC 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 KGC 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 · 6 months rolling