+151.0%
NFLX vs KEEL
+280.1%
-129.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.3% | +7.3% | +0.4% |
| 7D | -8.1% | +2.7% | -10.7% | -8.3% |
| 30D | +1.6% | +4.6% | -2.9% | +1.0% |
| 3M | -7.3% | -34.5% | +27.2% | -6.0% |
| 6M | -21.6% | +59.3% | -80.8% | -25.8% |
| YTD | -18.9% | +46.4% | -65.3% | -23.4% |
| 1Y | -39.1% | +96.6% | -135.7% | -44.5% |
| 3Y | +71.7% | +182.0% | -110.3% | +44.4% |
| 5Y | +27.0% | -38.2% | +65.2% | +8.3% |
| All | +151.0% | +280.1% | -129.1% | +94.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling