+570.4%
MSTR vs KDP
+231.8%
+338.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.1% |
| 7D | -1.2% | +2.2% | -3.4% | -1.9% |
| 30D | -15.9% | +19.9% | -35.9% | -20.4% |
| 3M | +33.1% | +21.5% | +11.6% | +25.3% |
| 6M | -31.0% | +30.1% | -61.1% | -36.9% |
| YTD | -15.1% | +34.9% | -50.1% | -23.7% |
| 1Y | -45.6% | +43.4% | -89.0% | -52.2% |
| 3Y | +180.5% | +29.1% | +151.4% | +148.7% |
| 5Y | +61.7% | +15.0% | +46.7% | +51.2% |
| All | +570.4% | +231.8% | +338.6% | +408.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KDP.
Daily Out/Under-Performance
Portfolio return minus KDP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KDP 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 KDP 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