+155.6%
NFLX vs KEEL
+294.5%
-138.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.8% | -2.0% | +1.6% |
| 7D | -1.1% | +2.9% | -4.0% | -1.3% |
| 30D | +4.3% | +0.8% | +3.5% | +3.9% |
| 3M | -4.8% | -35.3% | +30.6% | -3.3% |
| 6M | -18.4% | +59.4% | -77.8% | -22.7% |
| YTD | -17.4% | +51.9% | -69.4% | -22.1% |
| 1Y | -35.7% | +75.0% | -110.7% | -40.9% |
| 3Y | +73.8% | +224.5% | -150.8% | +44.9% |
| 5Y | +29.3% | -35.9% | +65.2% | +10.1% |
| All | +155.6% | +294.5% | -138.9% | +97.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling