+48.3%
MSTR vs KMB
+1.1%
+47.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.0% | -2.6% | -3.7% |
| 7D | -10.7% | +6.0% | -16.8% | -10.5% |
| 30D | -21.6% | +13.5% | -35.1% | -21.1% |
| 3M | +24.4% | +3.8% | +20.6% | +24.6% |
| 6M | -35.5% | +15.6% | -51.0% | -34.7% |
| YTD | -20.3% | +14.0% | -34.3% | -19.6% |
| 1Y | -49.3% | +12.9% | -62.3% | -48.9% |
| 3Y | +137.8% | +3.7% | +134.1% | +127.4% |
| 5Y | +48.3% | -0.1% | +48.4% | +31.8% |
| All | +48.3% | +1.1% | +47.3% | +31.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling