+308.9%
MSTR vs KGC
+543.3%
-234.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -0.5% |
| 7D | +12.2% | -1.3% | +13.4% | +12.9% |
| 30D | +45.2% | +20.3% | +24.9% | +36.0% |
| 3M | +10.4% | +8.1% | +2.3% | +7.3% |
| 6M | -2.5% | -8.8% | +6.3% | 0.0% |
| YTD | -6.0% | +10.1% | -16.1% | -10.8% |
| 1Y | -56.4% | +44.2% | -100.6% | -63.3% |
| All | +308.9% | +543.3% | -234.4% | +83.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling