+287.2%
MSTR vs KNX
+36.2%
+251.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.8% | 0.0% | -1.7% |
| 7D | +7.7% | +2.3% | +5.4% | +6.9% |
| 30D | +36.3% | +0.5% | +35.9% | +36.2% |
| 3M | +13.4% | -14.1% | +27.5% | +19.7% |
| 6M | -4.5% | +19.8% | -24.3% | -12.2% |
| YTD | -12.7% | +32.7% | -45.4% | -23.2% |
| 1Y | -59.6% | +62.3% | -121.9% | -67.7% |
| All | +287.2% | +36.2% | +251.1% | +226.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling