-37.8%
NFLX vs KEEL
+169.0%
-206.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +3.6% | -8.9% | -5.3% |
| 7D | -4.2% | +7.8% | -12.0% | -4.2% |
| 30D | +5.5% | -11.7% | +17.2% | +5.4% |
| 3M | -4.1% | -41.5% | +37.4% | -3.7% |
| 6M | -20.7% | +54.9% | -75.6% | -23.1% |
| YTD | -16.5% | +47.7% | -64.2% | -19.2% |
| 1Y | -37.8% | +177.6% | -215.4% | -38.5% |
| All | -37.8% | +169.0% | -206.8% | -38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 1y: compounded portfolio wealth divided by compounded KEEL 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…
1y analysis · Full analysis span regression · 6 months rolling