-46.5%
MSTR vs KMX
+55.6%
-102.1%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.2% | -3.7% | -2.7% |
| 7D | -13.4% | +3.4% | -16.8% | -14.1% |
| 30D | -22.1% | +6.8% | -28.9% | -23.4% |
| 3M | +15.0% | -11.4% | +26.3% | +17.7% |
| 6M | -37.3% | +43.6% | -80.9% | -42.2% |
| YTD | -26.5% | +37.7% | -64.3% | -30.7% |
| 1Y | -46.5% | +53.0% | -99.5% | -50.0% |
| All | -46.5% | +55.6% | -102.1% | -50.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling