+554.5%
MSTR vs KIM
+65.6%
+488.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.0% | -3.6% | -3.0% |
| 7D | -4.0% | +2.8% | -6.8% | -5.1% |
| 30D | -18.6% | +16.3% | -35.0% | -24.0% |
| 3M | +25.6% | +6.6% | +18.9% | +21.7% |
| 6M | -33.1% | +12.3% | -45.4% | -37.0% |
| YTD | -17.3% | +31.6% | -48.9% | -27.5% |
| 1Y | -48.1% | +31.5% | -79.6% | -54.6% |
| 3Y | +154.2% | +68.0% | +86.2% | +99.6% |
| 5Y | +46.2% | +38.7% | +7.5% | +29.3% |
| 10Y | +554.5% | +65.7% | +488.8% | +432.6% |
| All | +554.5% | +65.6% | +488.9% | +432.6% |
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