+495.5%
MSTR vs KMX
-3.5%
+499.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.4% | -4.1% | -5.4% |
| 7D | -11.5% | 0.0% | -11.5% | -11.6% |
| 30D | -24.8% | +3.5% | -28.3% | -26.4% |
| 3M | +20.6% | -10.4% | +31.1% | +26.1% |
| 6M | -38.0% | +37.6% | -75.6% | -47.8% |
| YTD | -24.7% | +36.1% | -60.8% | -37.7% |
| 1Y | -49.1% | +52.8% | -101.8% | -60.5% |
| 3Y | +124.7% | -17.0% | +141.7% | +126.9% |
| 5Y | +40.9% | -64.7% | +105.6% | +93.6% |
| All | +495.5% | -3.5% | +499.0% | +530.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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