-45.6%
MSTR vs KGC
-8.8%
-36.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.0% | -3.3% | -1.8% |
| 7D | -1.2% | +10.5% | -11.7% | -6.2% |
| 30D | -15.9% | -4.1% | -11.9% | -14.3% |
| 3M | +33.1% | -13.1% | +46.2% | +43.5% |
| 6M | -31.0% | -27.5% | -3.4% | -21.0% |
| YTD | -15.1% | -20.7% | +5.6% | -9.1% |
| 1Y | -45.6% | -6.1% | -39.6% | -46.6% |
| All | -45.6% | -8.8% | -36.8% | -46.6% |
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 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