-56.4%
MSTR vs KIM
+10.4%
-66.8%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | +12.2% | +0.4% | +11.7% | +12.1% |
| 30D | +45.2% | -4.0% | +49.1% | +46.1% |
| 3M | +10.4% | +0.5% | +9.8% | +9.0% |
| 6M | -2.5% | +3.6% | -6.1% | -4.7% |
| YTD | -6.0% | +20.4% | -26.5% | -11.9% |
| 1Y | -56.4% | +9.7% | -66.1% | -54.8% |
| All | -56.4% | +10.4% | -66.8% | -54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 1y: compounded portfolio wealth divided by compounded KIM 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…
1y analysis · Full analysis span regression · 6 months rolling