+554.5%
MSTR vs KDP
+235.7%
+318.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.4% | -2.8% |
| 7D | -4.0% | +0.3% | -4.3% | -4.2% |
| 30D | -18.6% | +16.3% | -34.9% | -22.2% |
| 3M | +25.6% | +24.0% | +1.6% | +17.5% |
| 6M | -33.1% | +30.0% | -63.0% | -38.7% |
| YTD | -17.3% | +36.1% | -53.4% | -25.9% |
| 1Y | -48.1% | +46.8% | -94.9% | -54.7% |
| 3Y | +154.2% | +30.5% | +123.7% | +124.6% |
| 5Y | +46.2% | +17.9% | +28.3% | +35.8% |
| 10Y | +554.5% | +239.3% | +315.3% | +388.7% |
| All | +554.5% | +235.7% | +318.8% | +388.7% |
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