+76.3%
MSFU vs KGC
+895.8%
-819.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.3% | -1.9% | -3.7% |
| 7D | -5.7% | -1.3% | -4.4% | -5.4% |
| 30D | +4.2% | +20.3% | -16.1% | +0.2% |
| 3M | +27.9% | +8.1% | +19.8% | +25.3% |
| 6M | +37.1% | -8.8% | +45.9% | +37.8% |
| YTD | -7.4% | +10.1% | -17.4% | -10.7% |
| 1Y | -19.6% | +44.2% | -63.8% | -27.4% |
| 3Y | +33.2% | +533.0% | -499.8% | -17.0% |
| All | +76.3% | +895.8% | -819.4% | -7.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling