+659.5%
MSTR vs KNX
+166.7%
+492.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +2.5% |
| 7D | -8.3% | -5.6% | -2.7% | -6.2% |
| 30D | +38.1% | -4.4% | +42.5% | +40.7% |
| 3M | +9.0% | -17.3% | +26.3% | +16.9% |
| 6M | -5.3% | +22.6% | -27.9% | -13.7% |
| YTD | -13.8% | +31.1% | -45.0% | -23.8% |
| 1Y | -59.8% | +60.2% | -120.0% | -67.5% |
| 3Y | +282.2% | +35.8% | +246.4% | +222.0% |
| 5Y | +112.8% | +38.9% | +73.9% | +80.6% |
| All | +659.5% | +166.7% | +492.7% | +461.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling