+93.3%
MSFU vs KIM
+46.6%
+46.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.4% | -1.7% |
| 7D | +2.5% | +4.1% | -1.6% | +1.3% |
| 30D | -1.3% | +16.8% | -18.1% | -6.1% |
| 3M | +8.6% | +5.7% | +2.9% | +6.7% |
| 6M | +48.4% | +9.7% | +38.7% | +42.6% |
| YTD | +1.6% | +30.2% | -28.7% | -9.3% |
| 1Y | -5.8% | +32.1% | -37.9% | -16.6% |
| 3Y | +30.9% | +58.6% | -27.7% | +5.0% |
| All | +93.3% | +46.6% | +46.8% | +65.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling