-42.3%
MSTR vs KNX
+45.0%
-87.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.7% | +5.8% | +5.3% |
| 7D | -1.8% | +2.5% | -4.3% | -2.6% |
| 30D | -13.3% | -4.4% | -8.9% | -12.0% |
| 3M | +46.0% | -12.7% | +58.6% | +52.2% |
| 6M | -22.4% | +0.9% | -23.3% | -23.3% |
| YTD | -6.2% | +20.3% | -26.5% | -12.0% |
| 1Y | -42.3% | +40.9% | -83.2% | -50.4% |
| All | -42.3% | +45.0% | -87.2% | -50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX 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 KNX 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