+108.8%
MSTR vs KNX
+41.5%
+67.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.3% | -3.5% | -3.3% |
| 7D | -11.2% | -0.5% | -10.7% | -11.0% |
| 30D | +33.8% | +1.0% | +32.8% | +33.1% |
| 3M | +11.5% | -12.6% | +24.1% | +19.6% |
| 6M | -7.2% | +21.1% | -28.2% | -19.1% |
| YTD | -15.4% | +33.2% | -48.6% | -31.2% |
| 1Y | -60.6% | +67.8% | -128.4% | -73.0% |
| 3Y | +260.8% | +37.3% | +223.5% | +165.5% |
| 5Y | +108.8% | +41.1% | +67.8% | +53.1% |
| All | +108.8% | +41.5% | +67.4% | +53.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling