+50.7%
MSTR vs KHC
-16.3%
+67.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +0.9% | +1.1% |
| 7D | -14.2% | -4.6% | -9.6% | -13.9% |
| 30D | -19.9% | +8.1% | -28.0% | -20.3% |
| 3M | +27.3% | 0.0% | +27.3% | +27.0% |
| 6M | -37.6% | +7.9% | -45.5% | -38.1% |
| YTD | -19.5% | +5.3% | -24.7% | -20.1% |
| 1Y | -47.1% | +5.1% | -52.2% | -47.5% |
| 3Y | +140.3% | -12.8% | +153.1% | +135.8% |
| All | +50.7% | -16.3% | +67.0% | +66.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling