+939.8%
MSTR vs KEEL
+283.4%
+656.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.6% | -5.0% | -2.6% |
| 7D | +12.2% | +7.8% | +4.4% | +9.6% |
| 30D | +45.2% | -11.7% | +56.9% | +50.3% |
| 3M | +10.4% | -41.5% | +51.9% | +25.7% |
| 6M | -2.5% | +54.9% | -57.4% | -22.2% |
| YTD | -6.0% | +47.7% | -53.7% | -23.5% |
| 1Y | -56.4% | +177.6% | -234.0% | -73.8% |
| 3Y | +306.3% | +164.9% | +141.4% | +135.5% |
| 5Y | +100.5% | -45.9% | +146.4% | +59.6% |
| All | +939.8% | +283.4% | +656.4% | +590.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling