+1,120.6%
MSTR vs KGC
+130.5%
+990.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.0% | -3.3% | -0.5% |
| 7D | -1.2% | +10.5% | -11.7% | -2.0% |
| 30D | -15.9% | -4.1% | -11.9% | -15.6% |
| 3M | +33.1% | -13.1% | +46.2% | +34.8% |
| 6M | -31.0% | -27.5% | -3.4% | -29.1% |
| YTD | -15.1% | -20.7% | +5.6% | -13.6% |
| 1Y | -45.6% | -6.1% | -39.6% | -45.3% |
| 3Y | +180.5% | +318.6% | -138.1% | +154.3% |
| 5Y | +61.7% | +289.9% | -228.3% | +46.3% |
| 10Y | +578.0% | +501.8% | +76.2% | +500.4% |
| All | +1,120.6% | +130.5% | +990.2% | +887.5% |
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 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