+1,252.0%
MSTR vs KNX
+2,814.9%
-1,562.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.8% | -5.2% | -2.5% |
| 7D | +12.2% | +7.4% | +4.8% | +10.0% |
| 30D | +45.2% | +2.0% | +43.2% | +44.4% |
| 3M | +10.4% | -7.9% | +18.3% | +12.8% |
| 6M | -2.5% | +14.4% | -16.8% | -7.0% |
| YTD | -6.0% | +38.9% | -44.9% | -15.7% |
| 1Y | -56.4% | +65.9% | -122.3% | -63.2% |
| 3Y | +306.3% | +35.8% | +270.4% | +259.3% |
| 5Y | +100.5% | +43.3% | +57.2% | +77.5% |
| 10Y | +741.1% | +179.6% | +561.5% | +490.4% |
| All | +1,252.0% | +2,814.9% | -1,562.9% | +358.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling