+670.3%
NFLX vs KDP
+175.4%
+495.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.9% |
| 7D | -5.0% | +2.1% | -7.1% | -5.5% |
| 30D | +3.5% | +8.5% | -4.9% | +1.4% |
| 3M | -7.1% | +6.6% | -13.7% | -8.7% |
| 6M | -22.5% | +17.1% | -39.5% | -25.7% |
| YTD | -18.1% | +19.0% | -37.2% | -22.1% |
| 1Y | -38.3% | +21.8% | -60.1% | -41.9% |
| 3Y | +73.4% | +6.4% | +66.9% | +66.8% |
| 5Y | +26.7% | +5.1% | +21.5% | +21.6% |
| 10Y | +670.3% | +175.8% | +494.5% | +470.5% |
| All | +670.3% | +175.4% | +495.0% | +470.5% |
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