-31.0%
MSTR vs KGC
-26.6%
-4.4%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.0% | -3.3% | -2.4% |
| 7D | -1.2% | +10.5% | -11.7% | -8.3% |
| 30D | -15.9% | -4.1% | -11.9% | -13.6% |
| 3M | +33.1% | -13.1% | +46.2% | +47.7% |
| 6M | -31.0% | -27.5% | -3.4% | -13.6% |
| All | -31.0% | -26.6% | -4.4% | -13.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling