+521.9%
MSTR vs KDP
+264.7%
+257.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.8% | -0.7% | +0.6% |
| 7D | -14.2% | +4.0% | -18.1% | -15.1% |
| 30D | -19.9% | +16.8% | -36.7% | -23.5% |
| 3M | +27.3% | +32.0% | -4.7% | +16.9% |
| 6M | -37.6% | +35.2% | -72.7% | -43.5% |
| YTD | -19.5% | +40.9% | -60.4% | -28.6% |
| 1Y | -47.1% | +47.7% | -94.8% | -53.8% |
| 3Y | +140.3% | +34.8% | +105.5% | +110.3% |
| 5Y | +49.5% | +22.6% | +26.9% | +37.2% |
| 10Y | +521.9% | +266.4% | +255.4% | +347.4% |
| All | +521.9% | +264.7% | +257.2% | +347.4% |
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