+308.9%
MSTR vs KHC
-10.0%
+318.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.4% |
| 7D | +12.2% | -1.8% | +13.9% | +12.1% |
| 30D | +45.2% | -1.9% | +47.0% | +44.9% |
| 3M | +10.4% | +14.4% | -4.0% | +9.9% |
| 6M | -2.5% | +8.7% | -11.2% | -2.8% |
| YTD | -6.0% | +7.8% | -13.8% | -6.3% |
| 1Y | -56.4% | -1.5% | -54.9% | -56.8% |
| All | +308.9% | -10.0% | +318.9% | +282.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling