+48.3%
MSTR vs KDP
+19.7%
+28.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.8% | -5.4% | -4.0% |
| 7D | -10.7% | +8.2% | -18.9% | -12.3% |
| 30D | -21.6% | +18.4% | -39.9% | -24.9% |
| 3M | +24.4% | +29.2% | -4.8% | +16.1% |
| 6M | -35.5% | +32.3% | -67.7% | -40.7% |
| YTD | -20.3% | +38.5% | -58.8% | -28.6% |
| 1Y | -49.3% | +48.5% | -97.8% | -55.8% |
| 3Y | +137.8% | +32.5% | +105.3% | +102.5% |
| 5Y | +48.3% | +19.7% | +28.6% | +43.1% |
| All | +48.3% | +19.7% | +28.6% | +43.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling