+76.3%
MSFU vs KIM
+35.6%
+40.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.2% | -4.0% | -4.1% |
| 7D | -5.7% | +0.4% | -6.1% | -5.8% |
| 30D | +4.2% | -4.0% | +8.2% | +5.5% |
| 3M | +27.9% | +0.5% | +27.4% | +26.7% |
| 6M | +37.1% | +3.6% | +33.5% | +33.9% |
| YTD | -7.4% | +20.4% | -27.8% | -15.2% |
| 1Y | -19.6% | +9.7% | -29.3% | -23.6% |
| 3Y | +33.2% | +46.0% | -12.8% | +10.2% |
| All | +76.3% | +35.6% | +40.8% | +54.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling