+30.9%
MSFU vs KGC
+317.1%
-286.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.0% | -4.9% | -2.4% |
| 7D | +2.5% | +10.5% | -8.0% | +0.6% |
| 30D | -1.3% | -4.1% | +2.8% | -0.7% |
| 3M | +8.6% | -13.1% | +21.7% | +10.4% |
| 6M | +48.4% | -27.5% | +75.9% | +54.9% |
| YTD | +1.6% | -20.7% | +22.3% | +3.6% |
| 1Y | -5.8% | -6.1% | +0.3% | -6.7% |
| 3Y | +30.9% | +318.6% | -287.7% | +0.2% |
| All | +30.9% | +317.1% | -286.1% | +0.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling