+1,735.2%
MSTR vs KDP
+1,132.0%
+603.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.1% |
| 7D | +12.2% | +1.3% | +10.9% | +11.7% |
| 30D | +45.2% | +6.0% | +39.2% | +41.9% |
| 3M | +10.4% | +9.2% | +1.2% | +6.1% |
| 6M | -2.5% | +14.7% | -17.2% | -8.4% |
| YTD | -6.0% | +19.2% | -25.2% | -13.4% |
| 1Y | -56.4% | +15.2% | -71.6% | -59.4% |
| 3Y | +306.3% | +6.0% | +300.3% | +280.7% |
| 5Y | +100.5% | +5.4% | +95.1% | +89.6% |
| 10Y | +741.1% | +171.9% | +569.2% | +421.6% |
| All | +1,735.2% | +1,132.0% | +603.3% | +483.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling