+1,046.2%
MSTR vs KMX
+1,138.6%
-92.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.7% | -3.6% |
| 7D | -10.7% | +1.5% | -12.3% | -11.1% |
| 30D | -21.6% | +3.0% | -24.6% | -22.5% |
| 3M | +24.4% | -7.8% | +32.2% | +26.9% |
| 6M | -35.5% | +34.3% | -69.8% | -41.4% |
| YTD | -20.3% | +40.2% | -60.6% | -29.2% |
| 1Y | -49.3% | +63.0% | -112.3% | -57.0% |
| 3Y | +137.8% | -14.5% | +152.3% | +139.1% |
| 5Y | +48.3% | -64.3% | +112.6% | +87.8% |
| 10Y | +526.8% | +2.8% | +524.0% | +491.3% |
| All | +1,046.2% | +1,138.6% | -92.4% | +327.1% |
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