+287.2%
MSTR vs KR
+28.8%
+258.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.3% | -1.5% | -3.0% |
| 7D | +7.7% | -3.1% | +10.8% | +7.1% |
| 30D | +36.3% | +0.6% | +35.7% | +36.5% |
| 3M | +13.4% | -9.8% | +23.2% | +11.5% |
| 6M | -4.5% | -22.1% | +17.6% | -8.4% |
| YTD | -12.7% | -8.1% | -4.6% | -13.9% |
| 1Y | -59.6% | -14.7% | -45.0% | -60.5% |
| All | +287.2% | +28.8% | +258.4% | +234.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR 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 KR 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