+95.0%
MSFU vs KGC
+594.5%
-499.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -5.8% | +1.4% | -3.2% |
| 7D | +4.0% | +8.0% | -4.0% | +2.6% |
| 30D | -2.3% | -9.3% | +7.0% | -0.6% |
| 3M | +7.1% | -21.3% | +28.4% | +11.5% |
| 6M | +48.9% | -31.5% | +80.4% | +58.3% |
| YTD | +2.4% | -23.2% | +25.7% | +5.4% |
| 1Y | -8.1% | -15.0% | +6.9% | -7.5% |
| 3Y | +25.2% | +328.7% | -303.5% | -15.7% |
| All | +95.0% | +594.5% | -499.5% | +9.2% |
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 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