+1,252.0%
MSTR vs KMX
+1,346.6%
-94.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -1.7% |
| 7D | +12.2% | +1.9% | +10.3% | +11.6% |
| 30D | +45.2% | +11.7% | +33.5% | +40.9% |
| 3M | +10.4% | +34.9% | -24.5% | +0.9% |
| 6M | -2.5% | +50.3% | -52.7% | -14.4% |
| YTD | -6.0% | +63.8% | -69.8% | -19.6% |
| 1Y | -56.4% | +3.8% | -60.2% | -58.3% |
| 3Y | +306.3% | -24.3% | +330.6% | +320.2% |
| 5Y | +100.5% | -50.2% | +150.7% | +133.5% |
| 10Y | +741.1% | +5.4% | +735.7% | +683.9% |
| All | +1,252.0% | +1,346.6% | -94.7% | +384.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling