+853.7%
MSTR vs KEEL
+294.5%
+559.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.8% | -1.9% | +0.6% |
| 7D | -8.3% | +2.9% | -11.2% | -9.4% |
| 30D | +38.1% | +0.8% | +37.3% | +37.0% |
| 3M | +9.0% | -35.3% | +44.3% | +19.8% |
| 6M | -5.3% | +59.4% | -64.7% | -25.3% |
| YTD | -13.8% | +51.9% | -65.7% | -30.7% |
| 1Y | -59.8% | +75.0% | -134.8% | -71.3% |
| 3Y | +282.2% | +224.5% | +57.6% | +108.2% |
| 5Y | +112.8% | -35.9% | +148.7% | +63.7% |
| All | +853.7% | +294.5% | +559.2% | +525.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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