+956.8%
MSTR vs KNX
+2,483.3%
-1,526.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.3% | -5.8% | -3.4% |
| 7D | -13.4% | +9.2% | -22.7% | -15.8% |
| 30D | -22.1% | +0.9% | -23.0% | -22.3% |
| 3M | +15.0% | -12.7% | +27.7% | +19.7% |
| 6M | -37.3% | +7.3% | -44.6% | -39.0% |
| YTD | -26.5% | +23.1% | -49.6% | -31.7% |
| 1Y | -46.5% | +47.1% | -93.5% | -52.9% |
| 3Y | +121.1% | +33.3% | +87.8% | +97.5% |
| 5Y | +37.5% | +12.1% | +25.4% | +30.4% |
| 10Y | +467.3% | +106.9% | +360.4% | +333.2% |
| All | +956.8% | +2,483.3% | -1,526.5% | +271.1% |
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