+40.9%
MSTR vs KGC
+236.1%
-195.1%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -3.5% | -2.9% | -4.7% |
| 7D | -11.5% | -4.1% | -7.4% | -9.7% |
| 30D | -24.8% | -11.6% | -13.2% | -20.2% |
| 3M | +20.6% | -24.5% | +45.2% | +38.5% |
| 6M | -38.0% | -34.6% | -3.4% | -24.2% |
| YTD | -24.7% | -26.2% | +1.5% | -15.6% |
| 1Y | -49.1% | -20.1% | -28.9% | -45.3% |
| 3Y | +124.7% | +312.4% | -187.7% | -12.5% |
| 5Y | +40.9% | +224.9% | -184.0% | -41.5% |
| All | +40.9% | +236.1% | -195.1% | -41.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling