+13.1%
MSFU vs KRMN
+33.3%
-20.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.3% | -2.8% | -3.9% |
| 7D | -5.7% | -12.3% | +6.6% | -3.5% |
| 30D | +4.2% | -27.5% | +31.6% | +10.0% |
| 3M | +27.9% | -26.5% | +54.4% | +33.9% |
| 6M | +37.1% | -59.6% | +96.7% | +59.7% |
| YTD | -7.4% | -45.4% | +38.0% | -0.1% |
| 1Y | -19.6% | -25.1% | +5.5% | -21.4% |
| All | +13.1% | +33.3% | -20.1% | -12.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling