+690.7%
MSTR vs KMX
+0.4%
+690.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.3% | -0.1% | -2.5% |
| 7D | +9.3% | -0.7% | +10.0% | +9.8% |
| 30D | +36.5% | +4.1% | +32.4% | +34.4% |
| 3M | +7.3% | +27.5% | -20.2% | -4.9% |
| 6M | +2.2% | +43.6% | -41.3% | -15.9% |
| YTD | -10.2% | +56.8% | -66.9% | -29.4% |
| 1Y | -58.6% | -1.3% | -57.3% | -60.6% |
| 3Y | +283.2% | -25.4% | +308.6% | +305.4% |
| 5Y | +113.8% | -53.9% | +167.7% | +166.7% |
| 10Y | +690.7% | +0.7% | +690.1% | +701.0% |
| All | +690.7% | +0.4% | +690.3% | +701.0% |
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