+727.1%
MSTR vs KGC
+663.0%
+64.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -0.8% |
| 7D | +12.2% | -1.3% | +13.4% | +12.7% |
| 30D | +45.2% | +20.3% | +24.9% | +38.9% |
| 3M | +10.4% | +8.1% | +2.3% | +8.6% |
| 6M | -2.5% | -8.8% | +6.3% | -0.2% |
| YTD | -6.0% | +10.1% | -16.1% | -8.8% |
| 1Y | -56.4% | +44.2% | -100.6% | -60.9% |
| 3Y | +306.3% | +533.0% | -226.7% | +153.1% |
| 5Y | +100.5% | +443.0% | -342.5% | +24.3% |
| All | +727.1% | +663.0% | +64.1% | +413.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling