+1,252.0%
MSTR vs KIM
+659.0%
+592.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | +12.2% | +0.4% | +11.7% | +11.9% |
| 30D | +45.2% | -4.0% | +49.1% | +47.1% |
| 3M | +10.4% | +0.5% | +9.8% | +9.6% |
| 6M | -2.5% | +3.6% | -6.1% | -4.2% |
| YTD | -6.0% | +20.4% | -26.5% | -12.4% |
| 1Y | -56.4% | +9.7% | -66.1% | -58.1% |
| 3Y | +306.3% | +46.0% | +260.3% | +252.4% |
| 5Y | +100.5% | +34.4% | +66.0% | +87.0% |
| 10Y | +741.1% | +29.3% | +711.8% | +627.3% |
| All | +1,252.0% | +659.0% | +592.9% | +224.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling