+9.9%
MSFU vs KRMN
+14.6%
-4.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +0.7% |
| 7D | -6.9% | -15.1% | +8.2% | -4.3% |
| 30D | -5.1% | -44.5% | +39.4% | +5.1% |
| 3M | +44.6% | -25.0% | +69.7% | +50.8% |
| 6M | +32.8% | -66.5% | +99.4% | +60.2% |
| YTD | -10.1% | -53.0% | +42.9% | -0.5% |
| 1Y | -19.4% | -44.7% | +25.3% | -15.1% |
| All | +9.9% | +14.6% | -4.8% | -13.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling