-18.4%
MSFU vs KGC
+34.5%
-52.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.3% | 0.0% | -2.0% |
| 7D | -3.2% | +2.4% | -5.6% | -3.4% |
| 30D | -3.1% | +9.2% | -12.4% | -4.5% |
| 3M | +35.3% | +16.7% | +18.5% | +31.7% |
| 6M | +31.6% | -7.0% | +38.6% | +31.0% |
| YTD | -9.5% | +7.5% | -17.0% | -10.6% |
| 1Y | -18.4% | +34.4% | -52.8% | -23.6% |
| All | -18.4% | +34.5% | -52.9% | -23.6% |
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