+72.2%
MSFU vs KGC
+872.6%
-800.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.3% | 0.0% | -1.9% |
| 7D | -3.2% | +2.4% | -5.6% | -3.6% |
| 30D | -3.1% | +9.2% | -12.4% | -5.0% |
| 3M | +35.3% | +16.7% | +18.5% | +30.5% |
| 6M | +31.6% | -7.0% | +38.6% | +31.8% |
| YTD | -9.5% | +7.5% | -17.0% | -12.4% |
| 1Y | -18.4% | +34.4% | -52.8% | -25.2% |
| 3Y | +26.9% | +552.0% | -525.0% | -21.7% |
| All | +72.2% | +872.6% | -800.3% | -9.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling