+481.0%
MSTR vs KMB
+39.0%
+442.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.1% | -4.5% | -2.5% |
| 7D | -13.4% | +0.9% | -14.3% | -13.4% |
| 30D | -22.1% | +10.1% | -32.2% | -22.3% |
| 3M | +15.0% | 0.0% | +14.9% | +14.9% |
| 6M | -37.3% | +15.7% | -53.0% | -37.6% |
| YTD | -26.5% | +12.6% | -39.2% | -26.9% |
| 1Y | -46.5% | +10.1% | -56.6% | -46.7% |
| 3Y | +121.1% | +2.1% | +118.9% | +116.4% |
| 5Y | +37.5% | -0.7% | +38.2% | +34.0% |
| All | +481.0% | +39.0% | +442.1% | +448.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KMB.
Daily Out/Under-Performance
Portfolio return minus KMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMB 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 KMB 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