+647.6%
MSTR vs KHC
-42.1%
+689.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.5% | +0.2% |
| 7D | -1.2% | +1.1% | -2.3% | -1.4% |
| 30D | -15.9% | +12.0% | -27.9% | -17.8% |
| 3M | +33.1% | +0.2% | +32.9% | +32.5% |
| 6M | -31.0% | +10.3% | -41.3% | -32.7% |
| YTD | -15.1% | +6.7% | -21.9% | -16.9% |
| 1Y | -45.6% | +10.9% | -56.5% | -47.2% |
| 3Y | +180.5% | -12.6% | +193.1% | +180.4% |
| 5Y | +61.7% | -16.3% | +78.0% | +62.5% |
| 10Y | +578.0% | -53.2% | +631.2% | +661.9% |
| All | +647.6% | -42.1% | +689.7% | +654.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling