-62.3%
MSTR vs KRMN
+49.0%
-111.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.8% | -0.7% | +0.7% |
| 7D | -14.2% | +30.8% | -45.0% | -20.4% |
| 30D | -19.9% | +40.2% | -60.0% | -28.0% |
| 3M | +27.3% | -27.8% | +55.2% | +37.4% |
| 6M | -37.6% | -24.0% | -13.5% | -35.6% |
| YTD | -19.5% | -38.9% | +19.4% | -13.4% |
| 1Y | -47.1% | -35.6% | -11.5% | -44.8% |
| All | -62.3% | +49.0% | -111.3% | -74.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling