-14.3%
MSFU vs KIM
+30.2%
-44.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.2% | -4.5% | -4.8% |
| 7D | -12.7% | -1.0% | -11.7% | -13.0% |
| 30D | -9.0% | +14.8% | -23.8% | -2.8% |
| 3M | +2.9% | +8.1% | -5.2% | +6.7% |
| 6M | +43.5% | +11.7% | +31.9% | +47.9% |
| YTD | -2.4% | +30.7% | -33.2% | +6.7% |
| All | -14.3% | +30.2% | -44.5% | -6.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling