+1,252.0%
MSTR vs KGC
+219.9%
+1,032.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -1.2% |
| 7D | +12.2% | -1.3% | +13.4% | +12.3% |
| 30D | +45.2% | +20.3% | +24.9% | +43.3% |
| 3M | +10.4% | +8.1% | +2.3% | +9.9% |
| 6M | -2.5% | -8.8% | +6.3% | -1.7% |
| YTD | -6.0% | +10.1% | -16.1% | -6.7% |
| 1Y | -56.4% | +44.2% | -100.6% | -57.7% |
| 3Y | +306.3% | +533.0% | -226.7% | +256.9% |
| 5Y | +100.5% | +443.0% | -342.5% | +76.7% |
| 10Y | +741.1% | +678.6% | +62.5% | +626.5% |
| All | +1,252.0% | +219.9% | +1,032.0% | +965.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling