+1,058.3%
MSTR vs KMB
+495.1%
+563.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +1.4% |
| 7D | -14.2% | +0.1% | -14.2% | -14.2% |
| 30D | -19.9% | +10.2% | -30.1% | -21.5% |
| 3M | +27.3% | +1.5% | +25.9% | +26.6% |
| 6M | -37.6% | +16.6% | -54.2% | -39.8% |
| YTD | -19.5% | +12.1% | -31.5% | -22.0% |
| 1Y | -47.1% | +11.1% | -58.2% | -48.7% |
| 3Y | +140.3% | +1.9% | +138.4% | +131.8% |
| 5Y | +49.5% | -1.3% | +50.8% | +44.2% |
| 10Y | +521.9% | +37.8% | +484.1% | +431.8% |
| All | +1,058.3% | +495.1% | +563.3% | +538.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling