+113.8%
MSTR vs KMI
+158.6%
-44.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.8% | -6.2% | -5.8% |
| 7D | +9.3% | -0.4% | +9.7% | +9.4% |
| 30D | +36.5% | +3.7% | +32.8% | +30.8% |
| 3M | +7.3% | +3.2% | +4.2% | +1.4% |
| 6M | +2.2% | -3.0% | +5.2% | +1.3% |
| YTD | -10.2% | +19.7% | -29.8% | -26.9% |
| 1Y | -58.6% | +25.6% | -84.2% | -68.2% |
| 3Y | +283.2% | +120.2% | +163.0% | +60.6% |
| 5Y | +113.8% | +160.5% | -46.7% | -16.8% |
| All | +113.8% | +158.6% | -44.8% | -16.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling