-58.6%
MSTR vs KGC
+34.5%
-93.1%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.3% | -2.1% | -3.4% |
| 7D | +9.3% | +2.4% | +6.9% | +8.5% |
| 30D | +36.5% | +9.2% | +27.3% | +33.2% |
| 3M | +7.3% | +16.7% | -9.4% | +2.2% |
| 6M | +2.2% | -7.0% | +9.2% | +2.2% |
| YTD | -10.2% | +7.5% | -17.6% | -11.7% |
| 1Y | -58.6% | +34.4% | -93.0% | -59.6% |
| All | -58.6% | +34.5% | -93.1% | -59.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded KGC 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling