+462.3%
NFLX vs KDP
+264.7%
+197.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.8% | +0.3% | +1.6% |
| 7D | -2.8% | +4.0% | -6.8% | -3.7% |
| 30D | -8.6% | +16.8% | -25.4% | -12.1% |
| 3M | -13.7% | +32.0% | -45.7% | -19.6% |
| 6M | -24.5% | +35.2% | -59.6% | -30.1% |
| YTD | -31.2% | +40.9% | -72.1% | -37.2% |
| 1Y | -43.2% | +47.7% | -90.9% | -48.9% |
| 3Y | +44.3% | +34.8% | +9.5% | +30.4% |
| 5Y | -1.9% | +22.6% | -24.5% | -9.1% |
| 10Y | +462.3% | +266.4% | +195.9% | +308.9% |
| All | +462.3% | +264.7% | +197.6% | +308.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KDP.
Daily Out/Under-Performance
Portfolio return minus KDP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KDP 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 KDP 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