+11.1%
MSFU vs KRMN
+17.6%
-6.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.6% | -1.4% | +0.7% |
| 7D | -1.8% | -11.8% | +10.0% | +0.3% |
| 30D | +0.5% | -43.0% | +43.5% | +10.8% |
| 3M | +51.9% | -28.8% | +80.7% | +59.9% |
| 6M | +35.0% | -66.3% | +101.3% | +62.8% |
| YTD | -9.0% | -51.8% | +42.7% | +0.2% |
| 1Y | -18.8% | -44.7% | +25.9% | -14.3% |
| All | +11.1% | +17.6% | -6.5% | -12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KRMN.
Daily Out/Under-Performance
Portfolio return minus KRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRMN 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 10y: compounded portfolio wealth divided by compounded KRMN 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…
10y analysis · Full analysis span regression · 6 months rolling