+40.9%
MSTR vs KIM
+33.6%
+7.4%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.6% | -5.9% | -5.9% |
| 7D | -11.5% | -0.7% | -10.9% | -10.9% |
| 30D | -24.8% | +13.4% | -38.2% | -33.8% |
| 3M | +20.6% | +6.5% | +14.1% | +12.5% |
| 6M | -38.0% | +10.6% | -48.6% | -45.3% |
| YTD | -24.7% | +29.9% | -54.6% | -44.2% |
| 1Y | -49.1% | +29.6% | -78.6% | -62.4% |
| 3Y | +124.7% | +64.1% | +60.6% | +16.2% |
| 5Y | +40.9% | +35.3% | +5.7% | +6.1% |
| All | +40.9% | +33.6% | +7.4% | +6.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling