+731.6%
MSTR vs KHC
-55.5%
+787.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.3% |
| 7D | +12.2% | -1.8% | +13.9% | +12.3% |
| 30D | +45.2% | -1.9% | +47.0% | +45.4% |
| 3M | +10.4% | +14.4% | -4.0% | +7.8% |
| 6M | -2.5% | +8.7% | -11.2% | -4.2% |
| YTD | -6.0% | +7.8% | -13.8% | -7.6% |
| 1Y | -56.4% | -1.5% | -54.9% | -56.5% |
| 3Y | +306.3% | -9.9% | +316.1% | +304.2% |
| 5Y | +100.5% | -10.7% | +111.2% | +99.5% |
| All | +731.6% | -55.5% | +787.1% | +762.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KHC.
Daily Out/Under-Performance
Portfolio return minus KHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KHC 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 10y: compounded portfolio wealth divided by compounded KHC 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…
10y analysis · Full analysis span regression · 6 months rolling