-59.7%
MSTR vs KRMN
+17.6%
-77.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.6% | -0.7% | +1.1% |
| 7D | -8.3% | -11.8% | +3.5% | -5.0% |
| 30D | +38.1% | -43.0% | +81.1% | +62.0% |
| 3M | +9.0% | -28.8% | +37.8% | +17.8% |
| 6M | -5.3% | -66.3% | +61.0% | +29.5% |
| YTD | -13.8% | -51.8% | +38.0% | +0.8% |
| 1Y | -59.8% | -44.7% | -15.1% | -56.2% |
| All | -59.7% | +17.6% | -77.3% | -70.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KRMN.
Daily Out/Under-Performance
Portfolio return minus KRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRMN 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 10y: compounded portfolio wealth divided by compounded KRMN 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…
10y analysis · Full analysis span regression · 6 months rolling