-58.6%
MSTR vs KIM
+10.5%
-69.1%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.7% | -5.1% | -4.4% |
| 7D | +9.3% | -0.3% | +9.6% | +9.3% |
| 30D | +36.5% | -1.7% | +38.2% | +36.9% |
| 3M | +7.3% | -0.8% | +8.1% | +7.0% |
| 6M | +2.2% | +4.4% | -2.2% | 0.0% |
| YTD | -10.2% | +21.2% | -31.4% | -15.3% |
| 1Y | -58.6% | +10.5% | -69.2% | -57.5% |
| All | -58.6% | +10.5% | -69.1% | -57.5% |
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