+32.4%
MSFU vs KGC
+562.0%
-529.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +0.8% |
| 3M | +27.9% | +8.1% | +19.8% | +25.7% |
| 6M | +37.1% | -8.8% | +45.9% | +37.6% |
| YTD | -7.4% | +10.1% | -17.4% | -10.0% |
| 1Y | -19.6% | +44.2% | -63.8% | -25.9% |
| All | +32.4% | +562.0% | -529.6% | +0.3% |
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