+521.9%
MSTR vs KIM
+63.9%
+458.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | -14.2% | -1.0% | -13.2% | -13.8% |
| 30D | -19.9% | +14.8% | -34.7% | -24.7% |
| 3M | +27.3% | +8.1% | +19.2% | +22.6% |
| 6M | -37.6% | +11.7% | -49.2% | -41.1% |
| YTD | -19.5% | +30.7% | -50.2% | -29.2% |
| 1Y | -47.1% | +29.7% | -76.9% | -53.4% |
| 3Y | +140.3% | +65.1% | +75.2% | +90.1% |
| 5Y | +49.5% | +34.7% | +14.9% | +33.3% |
| 10Y | +521.9% | +64.1% | +457.7% | +407.1% |
| All | +521.9% | +63.9% | +458.0% | +407.1% |
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