+515.3%
MSTR vs KGC
+568.9%
-53.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -5.8% | +2.2% | -1.9% |
| 7D | -10.7% | +8.0% | -18.8% | -12.8% |
| 30D | -21.6% | -9.3% | -12.2% | -19.4% |
| 3M | +24.4% | -21.3% | +45.7% | +33.3% |
| 6M | -35.5% | -31.5% | -4.0% | -28.3% |
| YTD | -20.3% | -23.2% | +2.9% | -14.9% |
| 1Y | -49.3% | -15.0% | -34.3% | -47.4% |
| 3Y | +137.8% | +328.7% | -190.9% | +60.0% |
| 5Y | +48.3% | +262.9% | -214.6% | -1.0% |
| All | +515.3% | +568.9% | -53.5% | +307.3% |
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