+103.9%
MSFU vs KIM
+48.1%
+55.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.0% | +4.4% | +5.1% |
| 7D | +14.6% | +2.8% | +11.8% | +13.7% |
| 30D | +2.1% | +16.3% | -14.2% | -2.8% |
| 3M | +14.7% | +6.6% | +8.0% | +12.3% |
| 6M | +55.7% | +12.3% | +43.4% | +48.3% |
| YTD | +7.1% | +31.6% | -24.5% | -4.7% |
| 1Y | -0.5% | +31.5% | -32.0% | -11.6% |
| 3Y | +35.7% | +68.0% | -32.3% | +6.0% |
| All | +103.9% | +48.1% | +55.8% | +73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 10y: compounded portfolio wealth divided by compounded KIM 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…
10y analysis · Full analysis span regression · 6 months rolling