+22.2%
MSFU vs KGC
+315.0%
-292.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.1% | +0.3% |
| 7D | -2.8% | -6.7% | +3.9% | -1.5% |
| 30D | -5.3% | -6.7% | +1.3% | -4.2% |
| 3M | +7.2% | -22.6% | +29.8% | +11.6% |
| 6M | +51.0% | -33.4% | +84.4% | +60.5% |
| YTD | -1.2% | -26.0% | +24.7% | +2.1% |
| 1Y | -10.3% | -18.3% | +8.0% | -9.0% |
| 3Y | +22.2% | +315.8% | -293.6% | -11.3% |
| All | +22.2% | +315.0% | -292.8% | -11.3% |
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 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