+570.4%
MSTR vs KIM
+64.5%
+505.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | -1.2% | +4.1% | -5.3% | -2.8% |
| 30D | -15.9% | +16.8% | -32.7% | -21.6% |
| 3M | +33.1% | +5.7% | +27.4% | +29.5% |
| 6M | -31.0% | +9.7% | -40.7% | -34.3% |
| YTD | -15.1% | +30.2% | -45.4% | -25.2% |
| 1Y | -45.6% | +32.1% | -77.8% | -52.5% |
| 3Y | +180.5% | +58.6% | +121.9% | +125.6% |
| 5Y | +61.7% | +31.2% | +30.5% | +45.1% |
| All | +570.4% | +64.5% | +505.9% | +442.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling