+70.7%
MSFU vs KIM
+35.4%
+35.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.6% |
| 7D | -2.3% | -1.0% | -1.4% | -2.0% |
| 30D | -6.3% | -1.1% | -5.2% | -6.0% |
| 3M | +40.0% | -5.3% | +45.3% | +41.9% |
| 6M | +30.1% | +3.9% | +26.2% | +26.9% |
| YTD | -10.3% | +20.3% | -30.6% | -17.9% |
| 1Y | -19.0% | +10.4% | -29.5% | -23.2% |
| 3Y | +25.8% | +46.3% | -20.5% | +4.0% |
| All | +70.7% | +35.4% | +35.3% | +49.5% |
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