+677.4%
MSTR vs KMI
+132.8%
+544.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.8% | -1.0% | -1.9% |
| 7D | +7.7% | -1.8% | +9.5% | +8.6% |
| 30D | +36.3% | +0.1% | +36.3% | +35.2% |
| 3M | +13.4% | +1.2% | +12.2% | +10.7% |
| 6M | -4.5% | -3.9% | -0.6% | -4.5% |
| YTD | -12.7% | +17.5% | -30.2% | -21.9% |
| 1Y | -59.6% | +22.6% | -82.3% | -64.9% |
| 3Y | +272.5% | +116.3% | +156.2% | +140.1% |
| 5Y | +107.1% | +157.6% | -50.5% | +28.0% |
| 10Y | +677.4% | +136.6% | +540.8% | +338.7% |
| All | +677.4% | +132.8% | +544.6% | +338.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KMI.
Daily Out/Under-Performance
Portfolio return minus KMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMI 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 KMI 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