-47.4%
MSTR vs KGC
-8.9%
-38.5%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.7% | -5.3% | -3.9% |
| 7D | -4.0% | +11.1% | -15.1% | -9.1% |
| 30D | -18.6% | -3.7% | -14.9% | -17.3% |
| 3M | +25.6% | -17.2% | +42.8% | +38.0% |
| 6M | -33.1% | -27.3% | -5.8% | -23.8% |
| YTD | -17.3% | -18.5% | +1.2% | -12.8% |
| All | -47.4% | -8.9% | -38.5% | -47.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling