-19.6%
MSFU vs KGC
+43.6%
-63.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.3% | -1.9% | -3.8% |
| 7D | -5.7% | -1.3% | -4.4% | -5.5% |
| 30D | +4.2% | +20.3% | -16.1% | +1.2% |
| 3M | +27.9% | +8.1% | +19.8% | +26.0% |
| 6M | +37.1% | -8.8% | +45.9% | +36.7% |
| YTD | -7.4% | +10.1% | -17.4% | -8.6% |
| 1Y | -19.6% | +44.2% | -63.8% | -23.9% |
| All | -19.6% | +43.6% | -63.2% | -23.9% |
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