+154.2%
MSTR vs KMB
+4.9%
+149.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.2% | -5.8% | -1.9% |
| 7D | -4.0% | +3.4% | -7.4% | -3.3% |
| 30D | -18.6% | +14.7% | -33.3% | -16.3% |
| 3M | +25.6% | +3.3% | +22.3% | +26.4% |
| 6M | -33.1% | +16.8% | -49.9% | -30.0% |
| YTD | -17.3% | +15.2% | -32.6% | -14.1% |
| 1Y | -48.1% | +13.3% | -61.4% | -46.2% |
| 3Y | +154.2% | +5.4% | +148.8% | +157.2% |
| All | +154.2% | +4.9% | +149.3% | +157.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling