+22.2%
MSFU vs KIM
+65.6%
-43.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | -2.8% | +0.1% | -2.9% | -2.8% |
| 30D | -5.3% | +14.1% | -19.4% | -7.8% |
| 3M | +7.2% | +6.0% | +1.2% | +6.1% |
| 6M | +51.0% | +13.2% | +37.7% | +45.3% |
| YTD | -1.2% | +30.4% | -31.6% | -9.7% |
| 1Y | -10.3% | +31.0% | -41.4% | -18.3% |
| 3Y | +22.2% | +67.6% | -45.4% | +10.4% |
| All | +22.2% | +65.6% | -43.3% | +10.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling