+48.4%
MSFU vs KIM
+10.6%
+37.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.4% | -2.1% |
| 7D | +2.5% | +4.1% | -1.6% | +5.1% |
| 30D | -1.3% | +16.8% | -18.1% | +10.8% |
| 3M | +8.6% | +5.7% | +2.9% | +12.0% |
| 6M | +48.4% | +9.7% | +38.7% | +59.7% |
| All | +48.4% | +10.6% | +37.8% | +59.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling